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Try Riskfolio-Lib It’s a open source python library that allows you to build optimal portfolio using 10 risk measures, black litterman model, build constraints, factor portfolios, robust covariance estimators, short weights, index tracking/replicating portfolios among others features.


I assume you are researching how quantitative dividend based portfolios are constructed. One example is the ETF VYM (Vanguard High Dividend Yield ETF). It tracks the FTSE AW High Dividend Yield Index. The methodology document for this index shows that it is based on dividend forecasts (not actual dividends) provided by the company I.B.E.S.. These forecasts ...

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