portcons
Portfolio constraints
Description
As an alternative to portcons
, use the Portfolio object
(Portfolio
) for mean-variance portfolio
optimization. This object supports gross or net portfolio returns as the return proxy,
the variance of portfolio returns as the risk proxy, and a portfolio set that is any
combination of the specified constraints to form a portfolio set. For information on the
workflow when using Portfolio objects, see Portfolio Object Workflow.
Examples
Input Arguments
Output Arguments
Version History
Introduced before R2006a