.. 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/>.

.. _risks-page:

Risk models
-----------

.. automodule:: cvxportfolio.risks

.. py:module:: cvxportfolio
    :no-index:

.. autoclass:: DiagonalCovariance

.. autoclass:: FullCovariance

.. autoclass:: FactorModelCovariance

.. autoclass:: WorstCaseRisk

.. autoclass:: FullSigma

.. autoclass:: FactorModel


Forecast error models
---------------------

.. autoclass:: ReturnsForecastError

.. autoclass:: RiskForecastError

Other
-----

.. autoclass:: AnnualizedVolatility