diff --git a/README.md b/README.md
index 3278e52..c31e381 100755
--- a/README.md
+++ b/README.md
@@ -132,8 +132,7 @@ raw_weights = ef.max_sharpe()
 cleaned_weights = ef.clean_weights()
 ef.save_weights_to_file("weights.csv")  # saves to file
 print(cleaned_weights)
-ef.verbose = True
-ef.portfolio_performance()
+ef.portfolio_performance(verbose=True)
 ```
 
 This outputs the following weights:
diff --git a/cookbook/2-Mean-Variance-Optimisation.ipynb b/cookbook/2-Mean-Variance-Optimisation.ipynb
index c7d386c..9d5e4db 100644
--- a/cookbook/2-Mean-Variance-Optimisation.ipynb
+++ b/cookbook/2-Mean-Variance-Optimisation.ipynb
@@ -930,8 +930,7 @@
     }
    ],
    "source": [
-    "ef.verbose = True\n",
-    "ef.portfolio_performance();"
+    "ef.portfolio_performance(verbose=True);"
    ]
   },
   {
@@ -1256,8 +1255,7 @@
     }
    ],
    "source": [
-    "ef.verbose = True\n",
-    "ef.portfolio_performance();"
+    "ef.portfolio_performance(verbose=True);"
    ]
   },
   {
@@ -1419,8 +1417,7 @@
     }
    ],
    "source": [
-    "ef.verbose = True\n",
-    "ef.portfolio_performance();"
+    "ef.portfolio_performance(verbose=True);"
    ]
   },
   {
@@ -1494,8 +1491,7 @@
     }
    ],
    "source": [
-    "ef.verbose = True\n",
-    "ef.portfolio_performance();"
+    "ef.portfolio_performance(verbose=True);"
    ]
   },
   {
@@ -1566,4 +1562,4 @@
  },
  "nbformat": 4,
  "nbformat_minor": 4
-}
\ No newline at end of file
+}
diff --git a/cookbook/3-Advanced-Mean-Variance-Optimisation.ipynb b/cookbook/3-Advanced-Mean-Variance-Optimisation.ipynb
index 5d2e5b9..361f57c 100644
--- a/cookbook/3-Advanced-Mean-Variance-Optimisation.ipynb
+++ b/cookbook/3-Advanced-Mean-Variance-Optimisation.ipynb
@@ -556,8 +556,7 @@
     }
    ],
    "source": [
-    "ef.verbose = True\n",
-    "ef.portfolio_performance();"
+    "ef.portfolio_performance(verbose=True);"
    ]
   },
   {
@@ -686,8 +685,7 @@
     }
    ],
    "source": [
-    "ef.verbose = True\n",
-    "ef.portfolio_performance();"
+    "ef.portfolio_performance(verbose=True);"
    ]
   },
   {
@@ -1167,4 +1165,4 @@
  },
  "nbformat": 4,
  "nbformat_minor": 4
-}
\ No newline at end of file
+}
diff --git a/cookbook/HierarchicalRiskParity.ipynb b/cookbook/HierarchicalRiskParity.ipynb
index ad554eb..9115cd1 100644
--- a/cookbook/HierarchicalRiskParity.ipynb
+++ b/cookbook/HierarchicalRiskParity.ipynb
@@ -32,8 +32,7 @@
     "returns = risk_models.returns_from_prices(df)\n",
     "hrp = HRPOpt(returns)\n",
     "weights = hrp.optimize()\n",
-    "hrp.verbose = True\n",
-    "hrp.portfolio_performance();"
+    "hrp.portfolio_performance(verbose=True);"
    ]
   },
   {
@@ -86,4 +85,4 @@
  },
  "nbformat": 4,
  "nbformat_minor": 2
-}
\ No newline at end of file
+}
diff --git a/docs/EfficientFrontier.rst b/docs/EfficientFrontier.rst
index b941cb2..9c8f9a0 100644
--- a/docs/EfficientFrontier.rst
+++ b/docs/EfficientFrontier.rst
@@ -121,14 +121,14 @@ Basic Usage
                     from pypfopt import base_optimizer
 
                     base_optimizer.portfolio_performance(
-                        weights, expected_returns, cov_matrix, risk_free_rate=0.02
+                        weights, expected_returns, cov_matrix, verbose=True, risk_free_rate=0.02
                     )
 
 .. note::
 
     PyPortfolioOpt defers to cvxpy's default choice of solver. If you would like to explicitly
-    choose the solver, simply assign ``ef.solver = "ECOS"`` prior to calling the actual optimisation
-    method. You can choose from any of the `supported solvers <https://www.cvxpy.org/tutorial/advanced/index.html#choosing-a-solver>`_.
+    choose the solver, simply pass the optional ``solver = "ECOS"`` kwarg to the constructor.
+    You can choose from any of the `supported solvers <https://www.cvxpy.org/tutorial/advanced/index.html#choosing-a-solver>`_.
 
 Adding objectives and constraints
 =================================
diff --git a/docs/UserGuide.rst b/docs/UserGuide.rst
index a026805..fb556c3 100644
--- a/docs/UserGuide.rst
+++ b/docs/UserGuide.rst
@@ -117,7 +117,7 @@ portfolio) – the set of all these optimal portfolios is referred to as the
 
 .. image:: ../media/efficient_frontier.png
    :align: center
-   :alt: risk-return characteristics of possible portfolios
+   :alt: risk-return characteristics of possible portfolios 
 
 Each dot on this diagram represents a different possible portfolio, with darker blue
 corresponding to 'better' portfolios (in terms of the Sharpe Ratio). The dotted
@@ -178,8 +178,7 @@ This prints::
 If we want to know the expected performance of the portfolio with optimal
 weights ``w``, we can use the :py:meth:`portfolio_performance` method::
 
-    ef.verbose = True
-    ef.portfolio_performance()
+    ef.portfolio_performance(verbose=True)
 
 .. code-block:: text
 
diff --git a/docs/index.rst b/docs/index.rst
index 15cf961..27938c0 100755
--- a/docs/index.rst
+++ b/docs/index.rst
@@ -65,8 +65,8 @@ The alternative is to clone/download the project, then in the project directory
 
     python setup.py install
 
-Thanks to Thomas Schmelzer, PyPortfolioOpt now supports Docker (requires
-**make**, **docker**, **docker-compose**). Build your first container with
+Thanks to Thomas Schmelzer, PyPortfolioOpt now supports Docker (requires 
+**make**, **docker**, **docker-compose**). Build your first container with 
 ``make build``; run tests with ``make test``. For more information, please read
 `this guide <https://docker-curriculum.com/#introduction>`_.
 
@@ -131,8 +131,7 @@ that's fine too::
     # Optimise for maximal Sharpe ratio
     ef = EfficientFrontier(mu, S)
     weights = ef.max_sharpe()
-    ef.verbose = True
-    ef.portfolio_performance()
+    ef.portfolio_performance(verbose=True)
 
 This outputs the following:
 
@@ -160,7 +159,7 @@ Contents
 
 .. toctree::
     :caption: Other information
-
+    
     Roadmap
     Contributing
     About
diff --git a/examples.py b/examples.py
index da22fd6..e8cfb93 100644
--- a/examples.py
+++ b/examples.py
@@ -28,8 +28,7 @@ def deviation_risk_parity(w, cov_matrix):
 
 ef = EfficientFrontier(mu, S)
 weights = ef.nonconvex_objective(deviation_risk_parity, ef.cov_matrix)
-ef.verbose = True
-ef.portfolio_performance()
+ef.portfolio_performance(verbose=True)
 
 """
 Expected annual return: 22.9%
@@ -83,8 +82,7 @@ rets = bl.bl_returns()
 ef = EfficientFrontier(rets, S)
 ef.max_sharpe()
 print(ef.clean_weights())
-ef.verbose = True
-ef.portfolio_performance()
+ef.portfolio_performance(verbose=True)
 
 """
 {'GOOG': 0.2015,
@@ -117,8 +115,7 @@ Sharpe Ratio: 0.46
 # Hierarchical risk parity
 hrp = HRPOpt(returns)
 weights = hrp.optimize()
-hrp.verbose = True
-hrp.portfolio_performance()
+hrp.portfolio_performance(verbose=True)
 print(weights)
 plotting.plot_dendrogram(hrp)  # to plot dendrogram
 
@@ -153,8 +150,7 @@ Sharpe Ratio: 0.66
 # Crticial Line Algorithm
 cla = CLA(mu, S)
 print(cla.max_sharpe())
-cla.verbose = True
-cla.portfolio_performance()
+cla.portfolio_performance(verbose=True)
 plotting.plot_efficient_frontier(cla)  # to plot
 
 """
diff --git a/pypfopt/base_optimizer.py b/pypfopt/base_optimizer.py
index dafffbc..a343439 100644
--- a/pypfopt/base_optimizer.py
+++ b/pypfopt/base_optimizer.py
@@ -47,7 +47,6 @@ class BaseOptimizer:
             self.tickers = tickers
         # Outputs
         self.weights = None
-        self.verbose = False
 
     def _make_output_weights(self, weights=None):
         """
@@ -142,12 +141,16 @@ class BaseConvexOptimizer(BaseOptimizer):
     - ``save_weights_to_file()`` saves the weights to csv, json, or txt.
     """
 
-    def __init__(self, n_assets, tickers=None, weight_bounds=(0, 1)):
+    def __init__(self, n_assets, tickers=None, weight_bounds=(0, 1), solver=None, verbose=False):
         """
         :param weight_bounds: minimum and maximum weight of each asset OR single min/max pair
                               if all identical, defaults to (0, 1). Must be changed to (-1, 1)
                               for portfolios with shorting.
         :type weight_bounds: tuple OR tuple list, optional
+        :param solver: name of solver. list available solvers with: `cvxpy.installed_solvers()`
+        :type solver: str, optional (see cvxpy.Problem#_solve for default. spoiler: it's ECOS)
+        :param verbose: whether performance and debugging info should be printed, defaults to False
+        :type verbose: bool, optional
         """
         super().__init__(n_assets, tickers)
 
@@ -160,7 +163,8 @@ class BaseConvexOptimizer(BaseOptimizer):
         self._upper_bounds = None
         self._map_bounds_to_constraints(weight_bounds)
 
-        self.solver = None
+        self._solver = solver
+        self._verbose = verbose
 
     def _map_bounds_to_constraints(self, test_bounds):
         """
@@ -212,10 +216,10 @@ class BaseConvexOptimizer(BaseOptimizer):
         try:
             opt = cp.Problem(cp.Minimize(self._objective), self._constraints)
 
-            if self.solver is not None:
-                opt.solve(solver=self.solver, verbose=self.verbose)
+            if self._solver is not None:
+                opt.solve(solver=self._solver, verbose=self._verbose)
             else:
-                opt.solve(verbose=self.verbose)
+                opt.solve(verbose=self._verbose)
         except (TypeError, cp.DCPError):
             raise exceptions.OptimizationError
 
diff --git a/pypfopt/black_litterman.py b/pypfopt/black_litterman.py
index 9bb0594..99e43f2 100644
--- a/pypfopt/black_litterman.py
+++ b/pypfopt/black_litterman.py
@@ -451,7 +451,7 @@ class BlackLittermanModel(base_optimizer.BaseOptimizer):
         """
         return self.bl_weights(risk_aversion)
 
-    def portfolio_performance(self, risk_free_rate=0.02):
+    def portfolio_performance(self, risk_free_rate=0.02, verbose=False):
         """
         After optimising, calculate (and optionally print) the performance of the optimal
         portfolio. Currently calculates expected return, volatility, and the Sharpe ratio.
@@ -461,6 +461,8 @@ class BlackLittermanModel(base_optimizer.BaseOptimizer):
                                The period of the risk-free rate should correspond to the
                                frequency of expected returns.
         :type risk_free_rate: float, optional
+        :param verbose: whether performance should be printed, defaults to False
+        :type verbose: bool, optional
         :raises ValueError: if weights have not been calcualted yet
         :return: expected return, volatility, Sharpe ratio.
         :rtype: (float, float, float)
@@ -471,6 +473,6 @@ class BlackLittermanModel(base_optimizer.BaseOptimizer):
             self.weights,
             self.posterior_rets,
             self.posterior_cov,
-            self.verbose,
+            verbose,
             risk_free_rate,
         )
diff --git a/pypfopt/cla.py b/pypfopt/cla.py
index 952d604..6246b7c 100644
--- a/pypfopt/cla.py
+++ b/pypfopt/cla.py
@@ -445,13 +445,15 @@ class CLA(base_optimizer.BaseOptimizer):
         # Overrides parent method since set_weights does nothing.
         raise NotImplementedError("set_weights does nothing for CLA")
 
-    def portfolio_performance(self, risk_free_rate=0.02):
+    def portfolio_performance(self, risk_free_rate=0.02, verbose=False):
         """
         After optimising, calculate (and optionally print) the performance of the optimal
         portfolio. Currently calculates expected return, volatility, and the Sharpe ratio.
 
         :param risk_free_rate: risk-free rate of borrowing/lending, defaults to 0.02
         :type risk_free_rate: float, optional
+        :param verbose: whether performance should be printed, defaults to False
+        :type verbose: bool, optional
         :raises ValueError: if weights have not been calculated yet
         :return: expected return, volatility, Sharpe ratio.
         :rtype: (float, float, float)
@@ -460,6 +462,6 @@ class CLA(base_optimizer.BaseOptimizer):
             self.weights,
             self.expected_returns,
             self.cov_matrix,
-            self.verbose,
+            verbose,
             risk_free_rate,
         )
diff --git a/pypfopt/efficient_frontier.py b/pypfopt/efficient_frontier.py
index d8f5068..fc82a63 100644
--- a/pypfopt/efficient_frontier.py
+++ b/pypfopt/efficient_frontier.py
@@ -53,7 +53,7 @@ class EfficientFrontier(base_optimizer.BaseConvexOptimizer):
     - ``save_weights_to_file()`` saves the weights to csv, json, or txt.
     """
 
-    def __init__(self, expected_returns, cov_matrix, weight_bounds=(0, 1), gamma=0):
+    def __init__(self, expected_returns, cov_matrix, weight_bounds=(0, 1), gamma=0, solver=None, verbose=False):
         """
         :param expected_returns: expected returns for each asset. Can be None if
                                 optimising for volatility only (but not recommended).
@@ -68,6 +68,10 @@ class EfficientFrontier(base_optimizer.BaseConvexOptimizer):
         :param gamma: L2 regularisation parameter, defaults to 0. Increase if you want more
                       non-negligible weights
         :type gamma: float, optional
+        :param solver: name of solver. list available solvers with: `cvxpy.installed_solvers()`
+        :type solver: str
+        :param verbose: whether performance and debugging info should be printed, defaults to False
+        :type verbose: bool, optional
         :raises TypeError: if ``expected_returns`` is not a series, list or array
         :raises TypeError: if ``cov_matrix`` is not a dataframe or array
         """
@@ -89,7 +93,7 @@ class EfficientFrontier(base_optimizer.BaseConvexOptimizer):
             if cov_matrix.shape != (len(expected_returns), len(expected_returns)):
                 raise ValueError("Covariance matrix does not match expected returns")
 
-        super().__init__(len(tickers), tickers, weight_bounds)
+        super().__init__(len(tickers), tickers, weight_bounds, solver=solver, verbose=verbose)
 
     @staticmethod
     def _validate_expected_returns(expected_returns):
@@ -333,7 +337,7 @@ class EfficientFrontier(base_optimizer.BaseConvexOptimizer):
 
         return self._solve_cvxpy_opt_problem()
 
-    def portfolio_performance(self, risk_free_rate=0.02):
+    def portfolio_performance(self, risk_free_rate=0.02, verbose=False):
         """
         After optimising, calculate (and optionally print) the performance of the optimal
         portfolio. Currently calculates expected return, volatility, and the Sharpe ratio.
@@ -342,6 +346,8 @@ class EfficientFrontier(base_optimizer.BaseConvexOptimizer):
                                The period of the risk-free rate should correspond to the
                                frequency of expected returns.
         :type risk_free_rate: float, optional
+        :param verbose: whether performance should be printed, defaults to False
+        :type verbose: bool, optional
         :raises ValueError: if weights have not been calcualted yet
         :return: expected return, volatility, Sharpe ratio.
         :rtype: (float, float, float)
@@ -350,6 +356,6 @@ class EfficientFrontier(base_optimizer.BaseConvexOptimizer):
             self.weights,
             self.expected_returns,
             self.cov_matrix,
-            self.verbose,
+            verbose,
             risk_free_rate,
         )
diff --git a/pypfopt/hierarchical_portfolio.py b/pypfopt/hierarchical_portfolio.py
index 0031da1..2355b9e 100644
--- a/pypfopt/hierarchical_portfolio.py
+++ b/pypfopt/hierarchical_portfolio.py
@@ -167,7 +167,7 @@ class HRPOpt(base_optimizer.BaseOptimizer):
         self.set_weights(weights)
         return weights
 
-    def portfolio_performance(self, risk_free_rate=0.02, frequency=252):
+    def portfolio_performance(self, risk_free_rate=0.02, frequency=252, verbose=False):
         """
         After optimising, calculate (and optionally print) the performance of the optimal
         portfolio. Currently calculates expected return, volatility, and the Sharpe ratio
@@ -180,7 +180,9 @@ class HRPOpt(base_optimizer.BaseOptimizer):
         :param frequency: number of time periods in a year, defaults to 252 (the number
                             of trading days in a year)
         :type frequency: int, optional
-        :raises ValueError: if weights have not been calcualted yet
+        :param verbose: whether performance should be printed, defaults to False
+        :type verbose: bool, optional
+        :raises ValueError: if weights have not been calculated yet
         :return: expected return, volatility, Sharpe ratio.
         :rtype: (float, float, float)
         """
@@ -192,5 +194,5 @@ class HRPOpt(base_optimizer.BaseOptimizer):
             mu = self.returns.mean() * frequency
 
         return base_optimizer.portfolio_performance(
-            self.weights, mu, cov, self.verbose, risk_free_rate
+            self.weights, mu, cov, verbose, risk_free_rate
         )
diff --git a/tests/test_base_optimizer.py b/tests/test_base_optimizer.py
index eee8fa6..6453142 100644
--- a/tests/test_base_optimizer.py
+++ b/tests/test_base_optimizer.py
@@ -208,13 +208,11 @@ def test_save_weights_to_file():
     os.remove("tests/test.json")
 
 def assert_verbose_option(optimize_for_method, *args, solver=None):
-    ef = setup_efficient_frontier()
-    ef.solver = solver
-
     # using a random number for `verbose` simply to test that what is received
     # by the method is passed on to Problem#solve
     verbose=random()
-    ef.verbose = verbose
+
+    ef = setup_efficient_frontier(solver=solver, verbose=verbose)
 
     with patch("cvxpy.Problem.solve") as mock:
         with pytest.raises(exceptions.OptimizationError):
diff --git a/tests/test_discrete_allocation.py b/tests/test_discrete_allocation.py
index 155717e..60214b6 100644
--- a/tests/test_discrete_allocation.py
+++ b/tests/test_discrete_allocation.py
@@ -208,7 +208,7 @@ def test_lp_allocation_rmse_error():
     latest_prices = get_latest_prices(df)
     da = DiscreteAllocation(w, latest_prices)
     da.lp_portfolio()
-    np.testing.assert_almost_equal(da._allocation_rmse_error(), 0.017070218149194846)
+    np.testing.assert_almost_equal(da._allocation_rmse_error(verbose=False), 0.017070218149194846)
 
 
 def test_lp_portfolio_allocation_short():
@@ -310,18 +310,18 @@ def test_rmse_decreases_with_value():
 
     da1 = DiscreteAllocation(w, latest_prices, total_portfolio_value=10000)
     da1.greedy_portfolio()
-    rmse1 = da1._allocation_rmse_error()
+    rmse1 = da1._allocation_rmse_error(verbose=False)
     da2 = DiscreteAllocation(w, latest_prices, total_portfolio_value=100000)
     da2.greedy_portfolio()
-    rmse2 = da2._allocation_rmse_error()
+    rmse2 = da2._allocation_rmse_error(verbose=False)
     assert rmse2 < rmse1
 
     da3 = DiscreteAllocation(w, latest_prices, total_portfolio_value=10000)
     da3.lp_portfolio()
-    rmse3 = da3._allocation_rmse_error()
+    rmse3 = da3._allocation_rmse_error(verbose=False)
     da4 = DiscreteAllocation(w, latest_prices, total_portfolio_value=30000)
     da4.lp_portfolio()
-    rmse4 = da4._allocation_rmse_error()
+    rmse4 = da4._allocation_rmse_error(verbose=False)
     assert rmse4 < rmse3
 
 
diff --git a/tests/test_efficient_frontier.py b/tests/test_efficient_frontier.py
index 35c3145..a5fda23 100644
--- a/tests/test_efficient_frontier.py
+++ b/tests/test_efficient_frontier.py
@@ -66,8 +66,7 @@ def test_min_volatility():
 
 
 def test_min_volatility_different_solver():
-    ef = setup_efficient_frontier()
-    ef.solver = "ECOS"
+    ef = setup_efficient_frontier(solver="ECOS")
     w = ef.min_volatility()
     assert isinstance(w, dict)
     assert set(w.keys()) == set(ef.tickers)
@@ -76,13 +75,11 @@ def test_min_volatility_different_solver():
     test_performance = (0.179312, 0.159151, 1.001015)
     np.testing.assert_allclose(ef.portfolio_performance(), test_performance, atol=1e-5)
 
-    ef = setup_efficient_frontier()
-    ef.solver = "OSQP"
+    ef = setup_efficient_frontier(solver="OSQP")
     w = ef.min_volatility()
     np.testing.assert_allclose(ef.portfolio_performance(), test_performance, atol=1e-5)
 
-    ef = setup_efficient_frontier()
-    ef.solver = "SCS"
+    ef = setup_efficient_frontier(solver="SCS")
     w = ef.min_volatility()
     np.testing.assert_allclose(ef.portfolio_performance(), test_performance, atol=1e-3)
 
diff --git a/tests/utilities_for_tests.py b/tests/utilities_for_tests.py
index 042048b..87069fc 100644
--- a/tests/utilities_for_tests.py
+++ b/tests/utilities_for_tests.py
@@ -45,13 +45,13 @@ def get_market_caps():
     return mcaps
 
 
-def setup_efficient_frontier(data_only=False):
+def setup_efficient_frontier(data_only=False, solver=None, verbose=False):
     df = get_data()
     mean_return = expected_returns.mean_historical_return(df)
     sample_cov_matrix = risk_models.sample_cov(df)
     if data_only:
         return mean_return, sample_cov_matrix
-    return EfficientFrontier(mean_return, sample_cov_matrix)
+    return EfficientFrontier(mean_return, sample_cov_matrix, solver=solver, verbose=verbose)
 
 
 def setup_cla(data_only=False):