Portfolio Optimization Theory
Background theory for Portfolio optimization problems
For information about Portfolio optimization theory, seePortfolio Optimization Theory.
Objects
Portfolio |
Create Portfolio object for mean-variance portfolio optimization and analysis |
PortfolioCVaR |
Creates PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis |
PortfolioMAD |
Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |
Topics
Portfolios are points from a feasible set of assets that constitute an asset universe.
Using the Portfolio object and associated functions for portfolio optimization.
Using the PortfolioCVaR object and associated functions for portfolio optimization.
Using the PortfolioMAD object and associated functions for portfolio optimization.
You can also select a web site from the following list:
Americas
- América Latina(Español)
- Canada(English)
- United States(English)
Europe
- Belgium(English)
- Denmark(English)
- Deutschland(Deutsch)
- España(Español)
- Finland(English)
- France(Français)
- Ireland(English)
- Italia(Italiano)
- Luxembourg(English)
- Netherlands(English)
- Norway(English)
- Österreich(Deutsch)
- Portugal(English)
- Sweden(English)
- Switzerland
- United Kingdom(English)
