Main Content

Validate Portfolio

Identify errors for the portfolio specification

Objects

PortfolioCVaRCreates PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis

Functions

checkFeasibilityCheck feasibility of input portfolios against portfolio object
estimateBoundsEstimate global lower and upper bounds for set of portfolios

Examples and How To

Validate the CVaR Portfolio Problem

The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.

Concepts

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.