PyPortfolioOpt: portfolio optimization in Python

scientific article published on 07 May 2021

PyPortfolioOpt: portfolio optimization in Python is …
instance of (P31):
scholarly articleQ13442814

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P356DOI10.21105/JOSS.03066

P2093author name stringRobert Martin
P2860cites workPORTFOLIO SELECTION*Q56289184
Convex OptimizationQ58633368
A rewriting system for convex optimization problemsQ60608934
Optimization of conditional value-at-riskQ90659352
Array programming with NumPyQ99413970
Data Structures for Statistical Computing in PythonQ104437798
An Open-Source Implementation of the Critical-Line Algorithm for Portfolio OptimizationQ114938032
OSQP: an operator splitting solver for quadratic programsQ120716989
P433issue61
P304page(s)3066
P577publication date2021-05-07
P1433published inJournal of Open Source SoftwareQ50817797
P1476titlePyPortfolioOpt: portfolio optimization in Python
P478volume6

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Q114195463Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crisescites workP2860

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