portfolio_construction

black_litterman.black_litterman.BlackLitterman	Creates an object allowing calculation of the distribution of the returns using Black Litterman model
covariance_estimation.robust_covariance.RobustCovariance	Class for volatility forecasting and covariance matrix estimation.
optimizers.nonlinear_function_optimizer.NonlinearFunctionOptimizer	Class used for optimizing nonlinear problems.
optimizers.quadratic_optimizer.QuadraticOptimizer	Class used for optimizing quadratic problems.
portfolio_models.portfolio.Portfolio
portfolio_models.efficient_frontier_portfolio.EfficientFrontierPortfolio	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.
portfolio_models.equal_risk_contribution_portfolio.EqualRiskContributionPortfolio	Class used for constructing an ERC portfolio.
portfolio_models.kelly_portfolio.KellyPortfolio	Class used for constructing a portfolio based on Kelly's criterion.
portfolio_models.max_diversification_portfolio.MaxDiversificationPortfolio	Class used for constructing a Max Diversification portfolio.
portfolio_models.max_excess_return_portfolio.MaxExcessReturnPortfolio	Class used for constructing a portfolio which is optimized considering its excess return (maximized).
portfolio_models.max_sharpe_ratio_portfolio.MaxSharpeRatioPortfolio	Class used for constructing a Max Sharpe Ratio portfolio.
portfolio_models.min_variance_portfolio.MinVariancePortfolio	Class used for constructing a min-variance portfolio (the one which is optimized considering it variance, which is minimized).
portfolio_models.multifactor_portfolio.MultiFactorPortfolio	Class used for constructing a portfolio.
portfolio_models.risk_parity_portfolio.RiskParityPortfolio	Class used for constructing a portfolio in which weight of each asset is proportional to the inverse volatility that it has.