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Create Portfolio

Create PortfolioMAD object for mean-absolute deviation (MAD) portfolio optimization

For information about creating a PortfolioMAD object, see Creating the PortfolioMAD Object.

Objects

PortfolioMADCreate PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis

Functions

setAssetListSet up list of identifiers for assets
setInitPortSet up initial or current portfolio
setDefaultConstraintsSet up portfolio constraints with nonnegative weights that sum to 1

Examples and How To

Concepts