EqualRiskContributionPortfolio¶
-
class
qf_lib.portfolio_construction.portfolio_models.equal_risk_contribution_portfolio.
EqualRiskContributionPortfolio
(cov_matrix: qf_lib.containers.dataframe.qf_dataframe.QFDataFrame, upper_constraint: Union[float, Sequence[float]] = None)[source]¶ Bases:
qf_lib.portfolio_construction.portfolio_models.portfolio.Portfolio
Class used for constructing an ERC portfolio.
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)