robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
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Integrate multiple variants of the Black-Litterman into the Library #599

Open alexchiric opened 3 months ago

alexchiric commented 3 months ago

Currently, the Library uses the Black-Litterman Reference Model, which has been proven flawed due to the normality assumption. A. Meucci (2010) provides a variant to it. Also, more developments have been mentioned in his paper, which would allow for another degree of flexibility, for instance the addition of the entropy pooling model. I am working on my MSc Dissertation on the topic, and would gladly contribute to your library.

Meucci, A. (2010) 'The Black-Litterman Approach: Original Model and Extensions'. Available at: http://ssrn.com/abstract=1117574 (Accessed: 12 October 2010).