getOneWayTurnover
Obtain one-way turnover constraints from portfolio object
Description
Use the getOneWayTirnover
function with a
Portfolio
, PortfolioCVaR
, or
PortfolioMAD
object to obtain one-way turnover constraints from portfolio
objects.
For details on the respective workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow, and PortfolioMAD Object Workflow.
[
obtain one-way turnover constraints from portfolio objects.BuyTurnover
,SellTurnover
]
= getOneWayTurnover(obj
)
Examples
Input Arguments
Output Arguments
More About
Tips
You can also use dot notation to get the one-way turnover constraint for portfolio objects.
[BuyTurnover,SellTurnover] = obj.getOneWayTurnover
Version History
Introduced in R2011a
See Also
setOneWayTurnover
| setTurnover
Topics
- Working with One-Way Turnover Constraints Using Portfolio Object
- Working with One-Way Turnover Constraints Using PortfolioCVaR Object
- Working with One-Way Turnover Constraints Using PortfolioMAD Object
- Portfolio Optimization Examples Using Financial Toolbox
- Supported Constraints for Portfolio Optimization Using Portfolio Objects
- Supported Constraints for Portfolio Optimization Using PortfolioCVaR Object
- Supported Constraints for Portfolio Optimization Using PortfolioMAD Object