def weight_erc(r, cov_estimator=sample_cov, **kwargs):
    '\n    Produces the weights of the ERC portfolio given a covariance matrix of the returns \n    '
    est_cov = cov_estimator(r, **kwargs)
    return equal_risk_contributions(est_cov)
Produces the weights of the ERC portfolio given a covariance matrix of the returns
def weight_erc(r, cov_estimator=sample_cov, **kwargs):
    '\n     \n    '
    est_cov = cov_estimator(r, **kwargs)
    return equal_risk_contributions(est_cov)