PortfolioMAD | Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |
checkFeasibility | Check feasibility of input portfolios against portfolio object |
estimateBounds | Estimate global lower and upper bounds for set of portfolios |
Validate the MAD Portfolio Problem
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
PortfolioMAD object workflow for creating and modeling a mean-absolute deviation (MAD) portfolio.