Use efficient portfolios and efficient frontiers results to set up trades
- 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 a
Portfolioobject to estimate efficient portfolios.
- Portfolio Optimization Examples Using Financial Toolbox
Follow a sequence of examples that highlight features of the
- 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.
Resources for troubleshooting portfolio optimization results.