|Creates PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis|
Examples and How To
The portfolio optimization tools have specialized functions to validate portfolio sets and portfolios.
PortfolioCVaR object workflow for creating and modeling a conditional value-at-risk (CVaR) portfolio.
The three cases for using Portfolio, PortfolioCVaR, PortfolioMAD object are: always use, preferred use, and use Optimization Toolbox.