fix: also catch ValueError in mean_variance for dimension mismatch

2026-07-27 23:47:46 +00:00 · 2026-05-03 00:39:22 +02:00
parent 8f27854898
commit 8a945b7ce0
1 changed files with 1 additions and 1 deletions
@@ -26,7 +26,7 @@ class PortfolioOptimizer:
        try:
            w = np.linalg.inv(cov.values) @ exp_ret.values
            return w / np.sum(w)
-        except np.linalg.LinAlgError:
+        except (np.linalg.LinAlgError, ValueError):
            return np.ones(len(exp_ret)) / len(exp_ret)

    def risk_parity(self, cov: pd.DataFrame, max_iter: int = 100) -> np.ndarray: