financialkit.portfolio
======================

Markowitz, Tobin and Merton frontiers, Kelly, Merton's portfolio problem and CPPI, single-index and Ledoit-Wolf covariances, Black-Litterman and resampling, CVaR optimization, maximum diversification, risk parity and HRP, and the Sharpe, Sortino and information ratios.

.. grid:: 1 2 3 3
   :gutter: 2

   .. grid-item-card:: History
      :link: /history/portfolio_breakthroughs
      :link-type: doc

      The foundational breakthroughs behind this subpackage, linked to the implementation.

   .. grid-item-card:: Examples
      :link: /api/gallery/portfolio/index
      :link-type: doc

      Runnable tutorials and the full example gallery.

   .. grid-item-card:: API reference
      :link: /api/portfolio
      :link-type: doc

      Every public class and function.