PyPortfolioOpt: portfolio optimization in Python

Jupyter Notebook Python Submitted 25 February 2021Published 07 May 2021
Review

Editor: @vissarion (all papers)
Reviewers: @omendezmorales (all reviews), @SteveDiamond (all reviews)

Authors

Robert Andrew Martin (0000-0002-5225-7700)

Citation

Martin, R. A., (2021). PyPortfolioOpt: portfolio optimization in Python. Journal of Open Source Software, 6(61), 3066, https://doi.org/10.21105/joss.03066

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finance investment portfolio optimization convex optimization

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ISSN 2475-9066