documentation v0.1.1

2022-11-27 18:02:41 +03:00 · 2018-06-04 11:31:39 +08:00
parent 0724d8b069
commit 9643767fbd
1 changed files with 2 additions and 3 deletions
--- a/pypfopt/efficient_frontier.py
+++ b/pypfopt/efficient_frontier.py
@@ -91,9 +91,8 @@ class EfficientFrontier:

    def max_sharpe(self, alpha=0, risk_free_rate=0.02):
        """
-        Maximise the Sharpe Ratio, which is defined as:
-        .. math::
-            \frac{\mu - R_f}{\sigma}
+        Maximise the Sharpe Ratio.
+
        The result is also referred to as the tangency portfolio, as it is the tangent to the
        efficient frontier curve that intercepts the risk free rate.