# skfolio

> Python library for portfolio optimization, factor model construction, and risk management, built on top of scikit-learn: create, fine-tune, cross-validate, and stress-test portfolio models.


2026, skfolio developers (BSD License)

## Pages in this subsection

- [Mean-Risk](https://skfolio.org/auto_examples/mean_risk/index.html.md): Examples using the `MeanRisk` optimization.
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_1_maximum_sharpe_ratio.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_2_minimum_CVaR.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_3_efficient_frontier.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_4_mean_variance_cdar.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_5_weight_constraints.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_6_transaction_costs.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_7_management_fees.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_8_regularization.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_9_uncertainty_set.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_10_tracking_error.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_11_empirical_prior.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_12_black_and_litterman.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_13_factor_model.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_14_black_litterman_factor_model.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_15_mip_cardinality_constraints.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_16_mip_threshold_constraints.html.md): Go to the end
- [NOTE](https://skfolio.org/auto_examples/mean_risk/plot_17_failure_and_fallbacks.html.md): Go to the end

## Optional

- [Top-level llms.txt](https://skfolio.org/llms.txt): Complete documentation index.