EfficientFrontierPortfolio¶
-
class
qf_lib.portfolio_construction.portfolio_models.efficient_frontier_portfolio.
EfficientFrontierPortfolio
(cov_matrix: qf_lib.containers.dataframe.qf_dataframe.QFDataFrame, mean_returns: qf_lib.containers.series.qf_series.QFSeries, k: float, upper_constraint: Union[float, Sequence[float]] = None)[source]¶ Bases:
qf_lib.portfolio_construction.portfolio_models.portfolio.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
- returns
-
get_weights
() → qf_lib.containers.series.qf_series.QFSeries[source]¶ - Returns
- Return type
a series indexed with names of assets containing weights (one for each asset)