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验证投资组合

识别投资组合设定的错误

对象

Portfolio创建 Portfolio 对象以进行均值-方差投资组合优化和分析

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 Portfolio Problem for Portfolio Object

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

Asset Allocation Case Study

This example shows how to set up a basic asset allocation problem that uses mean-variance portfolio optimization with a Portfolio object to estimate efficient portfolios.

Portfolio Optimization Examples

The following sequence of examples highlights features of the Portfolio object in the Financial Toolbox™.

Portfolio Optimization with Semicontinuous and Cardinality Constraints

This example shows how to use a Portfolio object to directly handle semicontinuous and cardinality constraints.

概念

Portfolio Object Workflow

Portfolio object workflow for creating and modeling a mean-variance portfolio.