# Estimate Efficient Portfolios and Frontiers

Analyze efficient portfolios and efficient frontiers for portfolio

Using a `Portfolio`

object, you
can use estimate functions to analyze efficient portfolios and
efficient frontiers for a portfolio. For information on the workflow
when using `Portfolio`

objects, see Portfolio Object Workflow. For information about creating a Portfolio object, see Getting Started with Portfolio Optimization (13 min 31
sec)

## Objects

`Portfolio` | Create Portfolio object for mean-variance portfolio optimization and analysis |

## Functions

## Topics

### Portfolio Optimizations

**Estimate Efficient Portfolios for Entire Efficient Frontier for Portfolio Object**

The most basic way to obtain optimal portfolios is to obtain points over the entire range of the efficient frontier.**Obtaining Endpoints 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.**Obtaining Efficient Portfolios for Target Returns**

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

function.**Obtaining Efficient Portfolios for Target Risks**

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

function.**Efficient Portfolio That Maximizes Sharpe Ratio**

Portfolios that maximize the Sharpe ratio are portfolios on the efficient frontier that satisfy several theoretical conditions in finance.**Estimate Efficient Frontiers for Portfolio Object**

Given any portfolio, the functions`estimatePortReturn`

,`estimatePortRisk`

, and`estimatePortMoments`

provide estimates for the return and risk.**Obtaining Portfolios Along the Entire Efficient Frontier**

Obtain optimal portfolios is to obtain points over the entire range of the efficient frontier.**Plotting the Efficient Frontier for a Portfolio Object**

The`plotFrontier`

function creates a plot of the efficient frontier for a given portfolio optimization problem.**Asset Allocation Case Study**

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.**Portfolio Optimization Examples Using Financial Toolbox**

Follow a sequence of examples that highlight features of the`Portfolio`

object.**Leverage in Portfolio Optimization with a Risk-Free Asset**

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.**Mixed-Integer Quadratic Programming Portfolio Optimization: Problem-Based**

This example shows how to solve a Mixed-Integer Quadratic Programming (MIQP) portfolio optimization problem using the problem-based approach.**Black-Litterman Portfolio Optimization Using Financial Toolbox**

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

class in Financial Toolbox™.**Portfolio Optimization Using Factor Models**

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

This example shows how to include qualitative factors for environmental, social, and corporate governance (ESG) in the portfolio selection process.**Bond Portfolio Optimization Using Portfolio Object**

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.**Mixed-Integer Mean-Variance Portfolio Optimization Problem**

This example shows how to solve a mean-variance portfolio optimization problem with constraints in the number of selected assets or conditional (semicontinuous) bounds.**Choose MINLP Solvers for Portfolio Problems**

Tables listing types of MINLP solvers that you can select to find the solution to different portfolio problems.

### Portfolio Theory

**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.**Choosing and Controlling the Solver for Mean-Variance Portfolio Optimization**

The default solver for mean-variance portfolio optimization is`lcprog`

.**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.**Troubleshooting Portfolio Optimization Results**

Resources for troubleshooting portfolio optimization results.