Create Portfolio
For information about creating a PortfolioMAD object, seeCreating the PortfolioMAD Object.
Objects
PortfolioMAD |
Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |
Functions
setAssetList |
Set up list of identifiers for assets |
setInitPort |
Set up initial or current portfolio |
setDefaultConstraints |
Set up portfolio constraints with nonnegative weights that sum to 1 |
Examples and How To
- Creating the PortfolioMAD Object
To create a fully specified MAD portfolio optimization problem, instantiate the PortfolioMAD object using the PortfolioMAD function.
- Common Operations on the PortfolioMAD Object
Common operations for setting up a PortfolioMAD object.
- Setting Up an Initial or Current Portfolio
The PortfolioMAD object property
InitPort
lets you identify an initial or current portfolio.
Concepts
- Portfolio Optimization Theory
Portfolios are points from a feasible set of assets that constitute an asset universe.
- PortfolioMAD Object
Using the PortfolioMAD object and associated functions for portfolio optimization.
- PortfolioMAD对象的工作流
PortfolioMAD object workflow for creating and modeling a mean-absolute deviation (MAD) 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.