.. Copyright (C) 2023-2024 Enzo Busseti
.. Copyright (C) 2016 Enzo Busseti, Stephen Boyd, Steven Diamond, BlackRock Inc.

.. This file is part of Cvxportfolio.

.. Cvxportfolio is free software: you can redistribute it and/or modify it under
.. the terms of the GNU General Public License as published by the Free Software
.. Foundation, either version 3 of the License, or (at your option) any later
.. version.

.. Cvxportfolio is distributed in the hope that it will be useful, but WITHOUT
.. ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
.. FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
.. details.

.. You should have received a copy of the GNU General Public License along with
.. Cvxportfolio. If not, see <https://www.gnu.org/licenses/>.

Data and risk model estimates
=============================

This example script is
`available in the repository 
<https://github.com/cvxgrp/cvxportfolio/blob/master/examples/paper_examples/data_risk_model.py>`_.
See the docstring below for its explanation.

This is a translation of the `original IPython notebook
<https://github.com/cvxgrp/cvxportfolio/blob/0.0.X/examples/DataEstimatesRiskModel.ipynb>`_
which doesn't run any more for reasons explained below.

.. literalinclude:: ../../../examples/paper_examples/data_risk_model.py
   :language: python
   :lines: 35-