python中的金融投资组合优化,包括经典有效前沿,Black-Litterman,分层风险平价-Python开发

上传者: 42170790 | 上传时间: 2021-07-08 16:48:30 | 文件大小: 4.18MB | 文件类型: ZIP
PyPortfolioOpt是一个实现投资组合优化方法的库,包括经典的均值方差优化技术和Black-Litterman分配; mo PyPortfolioOpt是一个实现投资组合优化方法的库,包括经典的均值方差优化技术和Black-Litterman分配,以及该领域的最新发展,例如收缩和分层风险平价,以及一些新颖的实验功能,例如指数加权协方差矩阵。 它既广泛又易于扩展,对于临时投资者和认真的从业者都可能有用。 无论您是基础知识-

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