EfficientFrontierPortfolio

class qf_lib.portfolio_construction.portfolio_models.efficient_frontier_portfolio.EfficientFrontierPortfolio(cov_matrix: QFDataFrame, mean_returns: QFSeries, k: float, upper_constraint: Optional[Union[float, Sequence[float]]] = None)[source]

Bases: Portfolio

Class used for constructing a portfolio, for which the weight of assets’ mean returns can be adjusted against the weight of the covariance of assets.

Methods:

get_weights()

rtype:: a series indexed with names of assets containing weights (one for each asset).

get_weights() → QFSeries[source]

Return type:: a series indexed with names of assets containing weights (one for each asset).