MinVariancePortfolio

class qf_lib.portfolio_construction.portfolio_models.min_variance_portfolio.MinVariancePortfolio(cov_matrix: QFDataFrame, upper_constraint: Optional[Union[float, Sequence[float]]] = None)[source]

Bases: Portfolio

Class used for constructing a min-variance portfolio (the one which is optimized considering it variance, which is minimized).

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).