numeraire_graphics.mean_variance_frontier

numeraire_graphics.mean_variance_frontier(mean: ndarray, cov: ndarray, *, n: int = 50) → DataFrame

Trace a risk-return efficient frontier from a mean vector and covariance (numpy only).

A dependency-light convenience — not core, and not an optimizer — for callers who have a mean vector and covariance but no frontier frame yet. Uses the classic unconstrained (shorts allowed, no risk-free asset) closed form: over n target returns spanning the asset means, the minimum-variance portfolio’s risk is sqrt((C*mu^2 - 2*A*mu + B) / D) with the standard efficient-set constants A, B, C and D = B*C - A^2. Returns a risk/return frame ready for plot_frontier().