|Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis|
Examples and How To
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
PortfolioMAD object workflow for creating and modeling a mean-absolute deviation (MAD) portfolio.
The three cases for using Portfolio, PortfolioCVaR, PortfolioMAD object are: always use, preferred use, and use Optimization Toolbox.