dcajasn/Riskfolio-Lib

[Feature Request] Add Treynor Black Model for Portfolio Optimization Feature

tan-yong-sheng opened this issue · 1 comments

I found this library have quite a lot portfolio optimization models.

As mentioned in title above, I would like to suggest to add another model called Treynor black model, as below: https://www.investopedia.com/terms/t/treynorblack.asp

Hi @tys203831,

After read the paper, this model is not suited for Riskfolio-Lib.

Best,
Dany