MinVariancePortfolio

class qf_lib.portfolio_construction.portfolio_models.min_variance_portfolio.MinVariancePortfolio(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 a min-variance portfolio (the one which is optimized considering it variance, which is minimized).

Methods

get_weights()

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)