Estimate optimal portfolios with targeted portfolio risks
[
estimates optimal portfolios with targeted portfolio risks for
pwgt
,pbuy
,psell
]
= estimateFrontierByRisk(obj
,TargetRisk
)Portfolio
, PortfolioCVaR
, or
PortfolioMAD
objects. For details on the respective
workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow,
and PortfolioMAD Object Workflow.
[
adds name-optional name-value pair arguments for pwgt
,pbuy
,psell
]
= estimateFrontierByRisk(___,Name,Value
)Portfolio
or
PortfolioMAD
objects.
You can also use dot notation to estimate optimal portfolios with targeted portfolio risks.
[pwgt,pbuy,psell] = obj.estimateFrontierByRisk(TargetRisk);
or
[pwgt,pbuy,psell] = obj.estimateFrontierByRisk(TargetRisk,Name,Value);
estimateFrontier
| estimateFrontierByReturn
| estimateFrontierLimits
| rng
| setBounds
| setInitPort
| setMinMaxNumAssets