.. Copyright (C) 2023-2024 Enzo Busseti
.. 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 .
Risk Models Comparison
======================
This example script is
`available in the repository
`_.
.. literalinclude:: ../../examples/risk_models.py
:language: python
:lines: 35-