def gmv(cov):
    '\n    Returns the weights of the Global Minimum Volatility portfolio\n    given a covariance matrix\n    '
    n = cov.shape[0]
    return msr(0, np.repeat(1, n), cov)
Returns the weights of the Global Minimum Volatility portfolio
given a covariance matrix
def gmv(cov):
    '\n    Returns the weights of the Global Minimum Volatility portfolio\n    given a covariance matrix\n    '
    n = cov.shape[0]
    return msr(0, np.repeat(1, n), cov)