Main Content

Validate Portfolio

Identify errors for the portfolio specification

Working with a PortfolioMAD object, use functions to identify errors for the portfolio specification.

Objects

PortfolioMADCreate PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis

Functions

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

Topics

Portfolio Optimizations

Portfolio Theory