Estimate Efficient Portfolios for Entire Frontier for PortfolioCVaR Object

There are two ways to look at a portfolio optimization problem that depends on what you are trying to do. One goal is to estimate efficient portfolios and the other is to estimate efficient frontiers. The Obtaining Portfolios Along the Entire Efficient Frontier example focuses on the former goal and Estimate Efficient Frontiers for PortfolioCVaR Object focuses on the latter goal. For information on the workflow when using PortfolioCVaR objects, see PortfolioCVaR Object Workflow.