估计有效投资组合和边界
分析投资组合的有效投资组合和有效边界
在使用 PortfolioMAD 对象的情况下，使用函数分析有效的投资组合以及投资组合的有效边界。
对象
PortfolioMAD | Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |
函数
主题
投资组合优化
- 估计 PortfolioMAD 对象整个边界上的有效投资组合
要获得最优投资组合，最基本的方法是获取整个有效边界范围上的各个点。 - Obtaining Endpoints of the Efficient Frontier
Use theestimateFrontierLimitsfunction to obtain the endpoint portfolios. - 获取整个有效边界上的投资组合
以下示例显示了整个有效边界范围上的默认有效投资组合数量。 - Obtaining Efficient Portfolios for Target Returns
This example shows how to obtain efficient portfolios that have targeted portfolio returns using theestimateFrontierByReturnfunction. - Obtaining Efficient Portfolios for Target Risks
This example shows how to obtain efficient portfolios that have targeted portfolio risks using theestimateFrontierByRiskfunction. - Estimate Efficient Frontiers for PortfolioMAD Object
Given efficient portfolios, the functionsestimatePortReturnandestimatePortRiskprovide estimates for the return and risk. - Plotting the Efficient Frontier for a PortfolioMAD Object
This example shows how to use theplotFrontierfunction creates a plot of the efficient frontier for a given portfolio optimization problem. - Portfolio Optimization with Semicontinuous and Cardinality Constraints
This example shows how to use a Portfolio object to directly handle semicontinuous and cardinality constraints. - 混合整数 MAD 投资组合优化问题
此示例说明如何求解具有选定资产数量或条件（半连续）边界约束的 MAD 投资组合优化问题。若要求解此问题，您可以使用PortfolioMAD对象以及不同的混合整数非线性规划 (MINLP) 求解器。 - Choose MINLP Solvers for Portfolio Problems
Tables listing types of MINLP solvers that you can select to find the solution to different portfolio problems.
投资组合理论
- 投资组合优化理论
投资组合是构成资产池的资产可行集中的点。 - PortfolioMAD 对象工作流
用于创建和建模均值-绝对偏差 (MAD) 投资组合的 PortfolioMAD 对象工作流。 - Choosing and Controlling the Solver for PortfolioMAD Optimizations
When solving portfolio optimizations for a PortfolioMAD object, all variations offminconfrom Optimization Toolbox™ are supported. - When to Use Portfolio Objects Over Optimization Toolbox
The three cases for using Portfolio, PortfolioCVaR, PortfolioMAD object are: always use, preferred use, and use Optimization Toolbox.
