quadratic_utility_objective

risk_aversion (i.e. lambda) parameter to penalize variance

risk_aversion

target

enabled


This function calls <code><a rd-options="" href="/link/return_objective?package=PortfolioAnalytics&version=1.0.3636" data-mini-rdoc="PortfolioAnalytics::return_objective">return_objective</a></code> and <code><a rd-options="" href="/link/portfolio_risk_objective?package=PortfolioAnalytics&version=1.0.3636" data-mini-rdoc="PortfolioAnalytics::portfolio_risk_objective">portfolio_risk_objective</a></code>
to create a list of the objectives to be added to the portfolio.


Portfolio optimization and analysis routines and graphics.

quadratic_utility_objective: constructor for quadratic utility objective

Description

Usage

Arguments

Value