dcajasn/Riskfolio-Lib

Portfolio Optimization in Python

asset-allocationconvex-optimizationcvar-optimizationcvxpydrawdown-modelduration-matchingefficient-frontierfinanceinvestmentinvestment-analysis

License & maintenance

BSD-3-Clause is a permissive license: free to use commercially with attribution.

Last code push 15 days ago.

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