dcelisgarza/PortfolioOptimisers.jl

Portfolio optimisation library for Julia. Over 50 risk measures (CVaR, EVaR, RLVaR, drawdown, OWA), hierarchical risk parity, HERC, nested clustered optimisation, risk budgeting, near-optimal centering, four Black-Litterman variants, entropy pooling, factor and high-order priors, denoising, and JuMP-backed convex and non-convex optimization.

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run-doctests

dcelisgarza/PortfolioOptimisers.jl

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Run or update PortfolioOptimisers.jl doctests correctly — the fresh-process rule and the exact CI invocation to mirror. Use before running doctests, or before regenerating expected doctest output.

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