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1 parent bbeb203 commit fde09b1Copy full SHA for fde09b1
2 files changed
pypfopt/black_litterman.py
@@ -135,7 +135,7 @@ def __init__(
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view_confidences=None,
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tau=0.05,
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risk_aversion=1,
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- **kwargs
+ **kwargs,
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):
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"""
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:param cov_matrix: NxN covariance matrix of returns
pypfopt/risk_models.py
@@ -181,7 +181,7 @@ def semicovariance(
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benchmark=0.000079,
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frequency=252,
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log_returns=False,
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Estimate the semicovariance matrix, i.e the covariance given that
@@ -290,7 +290,7 @@ def min_cov_determinant(
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random_state=None,
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): # pragma: no cover
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warnings.warn("min_cov_determinant is deprecated and will be removed in v1.5")
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