skwdro.solvers.specific_solvers.WDROPortfolioSpecificSolver

skwdro.solvers.specific_solvers.WDROPortfolioSpecificSolver(C, d, m, p, eta=0.0, alpha=0.95, rho=1.0, samples=None, fit_intercept=None)[source]: Solver for the dual program linked to Mean-Risk portfolio problem (Kuhn 2017).