Python实现马科维茨投资组合有效前沿

一、理论介绍

二、代码实现

1. 导入包并设置中文字体

import numpy as np
import pandas as pd
import pandas_datareader.data as web
from datetime import date
import numpy.random as npr
import matplotlib.pyplot as plt
from pylab import mpl
import scipy.optimize as sco
plt.rcParams['font.family']