Postprocessing Results
Use efficient portfolios and efficient frontiers results to set up
trades
Working with a Portfolio
object, use
efficient portfolios and efficient frontiers results to set up
trades.
Topics
Portfolio Optimizations
- Postprocessing Results to Set Up Tradable Portfolios
After obtaining efficient portfolios, use the results to set up trades to move toward an efficient portfolio. - Asset Allocation Case Study
This example shows how to set up a basic asset allocation problem that uses mean-variance portfolio optimization with aPortfolio
object to estimate efficient portfolios. - Portfolio Optimization Examples Using Financial Toolbox
Follow a sequence of examples that highlight features of thePortfolio
object.
Portfolio Theory
- Portfolio Optimization Theory
Portfolios are points from a feasible set of assets that constitute an asset universe. - Portfolio Object Workflow
Portfolio object workflow for creating and modeling a mean-variance 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.
Troubleshooting
Troubleshooting Portfolio Optimization Results
Resources for troubleshooting portfolio optimization results.