The most basic way to obtain optimal portfolios is to obtain points over the entire range of the efficient frontier.

Determine the range of returns from minimum to maximum to refine a search for a portfolio with a specific target return.

To obtain efficient portfolios that have targeted portfolio returns, use the estimateFrontierByReturn function.

To obtain efficient portfolios that have targeted portfolio risks, use the estimateFrontierByRisk function.

Portfolios that maximize the Sharpe ratio are portfolios on the efficient frontier that satisfy several theoretical conditions in finance.

Given any portfolio, the functions estimatePortReturn, estimatePortRisk, and estimatePortMoments provide estimates for the return and risk.

The plotFrontier function creates a plot of the efficient frontier for a given portfolio optimization problem.

This example shows how to set up a basic asset allocation problem that uses mean-variance portfolio optimization with a Portfolio object to estimate efficient portfolios.

The following sequence of examples highlights features of the Portfolio object in the Financial Toolbox™.

This example shows how to use the setBudget function for the Portfolio class to define the limits on the sum(AssetWeight_i) in risky assets.

This example shows how to solve a Mixed-Integer Quadratic Programming (MIQP) portfolio optimization problem using the problem-based approach.

This example shows how to use a Portfolio object to directly handle semicontinuous and cardinality constraints.

This example shows the workflow to implement the Black-Litterman model with the Portfolio class.

This example shows two approaches for using a factor model to optimize asset allocation under a mean-variance framework.

This example shows how to use a Portfolio object for portfolio optimization that includes a social performance measure for the percentage of women on a company's board.

This example shows three techniques of asset diversification in a portfolio.

This example shows how to use a Portfolio object to construct an optimal portfolio of 10, 20, and 30 year treasuries that will be held for a period of one month.