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Black Litterman efficient frontier Gamma Errror #575

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alpserbet opened this issue Jan 11, 2024 · 1 comment
Open

Black Litterman efficient frontier Gamma Errror #575

alpserbet opened this issue Jan 11, 2024 · 1 comment
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@alpserbet
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ef = pyp.EfficientFrontier(bl_return_confi, S_bl_confi, weight_bounds=(0, 0.1), gamma=1)

gamma at the end is not working and gives error. I turn it to "0" but could be solved

@alpserbet alpserbet added the question Further information is requested label Jan 11, 2024
@baobach
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baobach commented Jan 30, 2024

Can you provide a specific error type? What is the message and how I can recreate the error? Also please specify the dependency versions. That could help

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