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Validate Portfolio

Identify errors for the portfolio specification

Working with a PortfolioCVaR object, use functions to identify errors for the portfolio specification.

Objects

PortfolioCVaRCreates PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis

Functions

checkFeasibilityCheck feasibility of input portfolios against portfolio object
estimateBoundsEstimate global lower and upper bounds for set of portfolios

Topics

Portfolio Optimizations

Portfolio Theory