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robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
4.28k stars 930 forks source link

Fixed typo CvAr -> CVaR #439

Closed LBrummer closed 2 years ago

LBrummer commented 2 years ago

Just fixed a small typo. Great library!