[Feature Request] Add Treynor Black Model for Portfolio Optimization Feature
tan-yong-sheng opened this issue · 1 comments
tan-yong-sheng commented
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
dcajasn commented
Hi @tys203831,
After read the paper, this model is not suited for Riskfolio-Lib.
Best,
Dany