# Examples¶

The following examples are available:

## Return Risk Portfolio Optimization Models¶

Mean Risk Portfolio Optimization using historical estimates.

Mean Risk Portfolio Optimization using custom estimates (mean and covariance).

Ulcer Index Portfolio Optimization for Mean Risk and Risk Parity.

Entropic Value at Risk (EVaR) Portfolio Optimization for Mean Risk and Risk Parity.

Riskfolio-Lib with MOSEK for Real Applications (612 assets and 4943 observations).

Entropic Drawdown at Risk (EDaR) Portfolio Optimization for Mean Risk and Risk Parity.

Logarithmic Mean Risk (Kelly Criterion) Portfolio Optimization.

Worst Case Mean Variance Portfolio Optimization using box and elliptical uncertainty sets.

Gini Mean Difference (GMD) Portfolio Optimization for Mean Risk and Risk Parity.

Tail Gini Range Portfolio Optimization for Mean Risk and Risk Parity.

## Special Constraints¶

## Risk Factors Models¶

## Black Litterman Models¶

## Risk Parity Models¶

## Hierarchical Clustering Portfolio Optimization¶

## Backtesting¶

Multi Assets Algorithmic Trading Backtesting with transaction cost and slippage using Backtrader (matplotlib=3.2.2 for compatibility with backtrader=1.9.76.123).

Multi Assets Algorithmic Trading Backtesting with Vectorbt (vectorbt=0.23.0).