Identify errors for the portfolio specification
|Creates PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis|
|Check feasibility of input portfolios against portfolio object|
|Estimate global lower and upper bounds for set of portfolios|
- Validate the CVaR Portfolio Problem
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
- Portfolio Optimization Theory
Portfolios are points from a feasible set of assets that constitute an asset universe.
- PortfolioCVaR Object Workflow
PortfolioCVaR object workflow for creating and modeling a conditional value-at-risk (CVaR) 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.