cvxportfolio
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Issue while reading the risk_model.h5
I am getting this error
TypeError: cannot properly create the storer for: [_STORER_MAP] [group->/exposures (Group) '',value-><class
'NoneType'>,format->None
while reading the file risk_model.py
.
Is it a known problem?
Hello, I also encountered this problem,Have you solved this problem?
This package is basically deprecated. Take a look at "pyportfolioopt".
ok, thank you very much!