objective

name of the objective which will be used to call a function, like 'ES', 'VaR', 'mean'

name

univariate target for the objective, default NULL

target

default arguments to be passed to an objective function when executed

arguments

enabled

multiplier to apply to the objective, usually 1 or -1

multiplier

string class to apply, default 'objective'

objclass


Typically called as a sub-function by the user function <code><a rd-options="" href="/link/add.objective?package=PortfolioAnalytics&version=1.0.3636" data-mini-rdoc="PortfolioAnalytics::add.objective">add.objective</a></code>.
See main documentation there.


Portfolio optimization and analysis routines and graphics.

objective: constructor for class 'objective'

Description

Usage

Arguments

See Also