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验证投资组合

识别投资组合设定的错误

对象

PortfolioCVaRCreates PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis

函数

checkFeasibilityCheck feasibility of input portfolios against portfolio object
estimateBoundsEstimate global lower and upper bounds for set of portfolios

示例和操作指南

Validate the CVaR Portfolio Problem

The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.

概念

PortfolioCVaR Object Workflow

PortfolioCVaR object workflow for creating and modeling a conditional value-at-risk (CVaR) portfolio.