Optimum Portfolio Construction Using Riskfolio-Lib in Python

The construction of an optimal portfolio is a critical component of financial decisionmaking, aiming to maximize returns while minimizing risk. This paper presents an empirical analysis of portfolio optimization using the Riskfolio-Lib, a Python library designed for financial portfolio optimization and risk management. The implementation uses historical stock data of seven technology firms to construct and analyze an efficient portfolio. We integrate the theoretical framework of Modern Portfolio Theory (MPT) with practical programming, detailing the results and visualization of key outputs.