def rkw_portfolio(excess_returns, risk_aversion):
mu, sigma = ps.shrinkage_moments(excess_returns, return_covariance=True)
return 1.0 / risk_aversion * la.solve(sigma, mu)
def shrinkage_portfolio(excess_returns, mean_weight):
mu, sigma = ps.shrinkage_moments(excess_returns, return_covariance=True)
return mean_weight * 0.5 * la.solve(sigma, mu)
