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getBounds

Obtain bounds for portfolio weights from portfolio object

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Syntax

[LowerBound,UpperBound] = getBounds(obj)

Description

Use thegetBoundsfunction with aPortfolio,PortfolioCVaR, orPortfolioMADobject to obtain bounds for portfolio weights from portfolio objects.

For details on the respective workflows when using these different objects, seePortfolio Object Workflow,PortfolioCVaR Object Workflow, andPortfolioMAD对象工作flow.

example

[LowerBound,UpperBound] = getBounds(obj)obtains bounds for portfolio weights from portfolio objects.

Examples

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Open Live Script

Given portfoliopwith the default constraints set, obtain the values forLowerBoundandUpperBound.

p = Portfolio; p = setDefaultConstraints(p, 5); [LowerBound, UpperBound] = getBounds(p)
LowerBound =5×10 0 0 0 0
UpperBound = []
Open Live Script

Given a PortfolioCVaR objectpwith the default constraints set, obtain the values forLowerBoundandUpperBound.

p = PortfolioCVaR; p = setDefaultConstraints(p, 5); [LowerBound, UpperBound] = getBounds(p)
LowerBound =5×10 0 0 0 0
UpperBound = []
Open Live Script

Given a PortfolioMAD objectpwith the default constraints set, obtain the values forLowerBoundandUpperBound.

p = PortfolioMAD; p = setDefaultConstraints(p, 5); [LowerBound, UpperBound] = getBounds(p)
LowerBound =5×10 0 0 0 0
UpperBound = []

Input Arguments

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Object for portfolio, specified usingPortfolio,PortfolioCVaR, orPortfolioMADobject. For more information on creating a portfolio object, see

Data Types:object

Output Arguments

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Lower-bound weight for each asset, returned as a vector for aPortfolio,PortfolioCVaR, orPortfolioMADinput object (obj). For more information on creating a portfolio object, see

Upper-bound weight for each asset, returned as a vector for aPortfolio,PortfolioCVaR, orPortfolioMADinput object (obj). For more information on creating a portfolio object, see

Tips

You can also use dot notation to obtain bounds for portfolio weights from portfolio objects.

[LowerBound, UpperBound] = obj.getBounds;

Version History

Introduced in R2011a

See Also

Topics