Skip to main content
Ctrl+K
financialkit logo financialkit logo
  • Subpackages
  • History
  • Examples
  • API
  • GitHub
  • PyPI
  • Subpackages
  • History
  • Examples
  • API
  • GitHub
  • PyPI

Section Navigation

  • Black-Litterman: equilibrium plus views
  • Michaud’s resampled efficiency
  • Estimation-aware optimization

Estimation-aware optimization#

Taming the error in expected returns with a market prior or by resampling.

Black-Litterman: equilibrium plus views

Black-Litterman: equilibrium plus views

Michaud’s resampled efficiency

Michaud's resampled efficiency
Show Source

© Copyright 2026, financialkit contributors.

Created using Sphinx 9.1.0.

Built with the PyData Sphinx Theme 0.23.0.