Postprocessing Results

Use efficient portfolios and efficient frontiers results to set up trades

Working with a PortfolioCVaR object, use efficient portfolios and efficient frontiers results to set up trades.

Topics

Postprocessing Results to Set Up Tradable Portfolios
This example shows how to use your results for efficient portfolios or estimates for expected portfolio risks and returns to set up trades to move toward an efficient portfolio.
Working with Other Portfolio Objects
This example shows how to examine portfolio optimization problems according to different combinations of return and risk proxies.The PortfolioCVaR object is for CVaR portfolio optimization.

Portfolio Optimization Theory
Portfolios are points from a feasible set of assets that constitute an asset universe.
PortfolioCVaR Object Workflow
PortfolioCVaR object workflow for creating and modeling a conditional value-at-risk (CVaR) portfolio.
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.

Resources for troubleshooting CVaR portfolio optimization results.