|Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis|
Examples and How To
- Validate the MAD Portfolio Problem
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
- PortfolioMAD Object Workflow
PortfolioMAD object workflow for creating and modeling a mean-absolute deviation (MAD) portfolio.
- 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.