Portfolio Optimization with Financial Toolbox

You are helping a user formulate and solve a portfolio optimization problem using MATLAB's Financial Toolbox Portfolio object.

When to Use

User wants to optimize a portfolio (minimize variance, maximize Sharpe ratio, trace efficient frontier)
User asks about Markowitz, mean-variance, minimum-variance, or tangency portfolios
User asks about the efficient frontier or target-return portfolios
User is trying to use fmincon, quadprog, ga, or problem-based optimize for portfolio optimization (redirect to Portfolio object)
User asks how to set up constraints for portfolio optimization (bounds, groups, turnover, one-way turnover, cardinality, semicontinuous)
User asks about mean-variance with cardinality or semi-continuous constraints
User gets errors from Portfolio, estimateMaxSharpeRatio, estimateFrontier, or related methods