Create Portfolio

Create PortfolioMAD object for mean-absolute deviation (MAD) portfolio optimization

For information about creating a PortfolioMAD object, see Creating the PortfolioMAD Object.

Objects

PortfolioMAD Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis

`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

To create a fully specified MAD portfolio optimization problem, instantiate the PortfolioMAD object using the PortfolioMAD function.

Common operations for setting up a PortfolioMAD object.

The PortfolioMAD object property InitPort lets you identify an initial or current portfolio.

Portfolios are points from a feasible set of assets that constitute an asset universe.

Using the PortfolioMAD object and associated functions for portfolio optimization.

PortfolioMAD object workflow for creating and modeling a mean-absolute deviation (MAD) portfolio.

The three cases for using Portfolio, PortfolioCVaR, PortfolioMAD object are: always use, preferred use, and use Optimization Toolbox.