v0.5.1

Added portfolio optimization constraints feasibility check on init.

v0.5

Addition of correlation_matrix, covariance_matrix, and simulation_moments functions.

v0.4.3

Entropy Pooling speed-up.

v0.4.2

Entropy Pooling refactor.

v0.4.1

Update of time series simulation parameters and addition of credit spread curve.

v0.4

Addition of time series simulation and option pricing functionality.

v0.3.3

Python 3.10 compatibility, minor reordering in MeanCVaR class, and docs as well as installation instructions updates.

v0.3.2

Several minor internal improvements and docs updates. In addition, significant updates of examples.

v0.3.1

Several minor improvements.

v0.3

This release adds mean-variance optimization as well as load parameters functionality. Additionally, an example that compares mean-variance and mean-CVaR optimization has been added to illustrate why we use demeaned CVaR by default.