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

Portfolio Optimizations

Postprocessing Results to Set Up Tradable Portfolios
After obtaining efficient portfolios, use your results to set up trades to move toward an efficient portfolio.
Working with Other Portfolio Objects
In some cases, you might want to examine portfolio optimization problems according to different combinations of return and risk proxies.

Portfolio Theory

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.

Troubleshooting

Troubleshooting CVaR Portfolio Optimization Results

Resources for troubleshooting CVaR portfolio optimization results.

Related Information