Usage
risk_budget_objective(assets, name, target = NULL, arguments = NULL, multiplier = 1, enabled = TRUE, ..., min_prisk, max_prisk, min_concentration = FALSE, min_difference = FALSE)
Arguments
assets
vector of assets to use, should come from constraints object
name
name of the objective, should correspond to a function, though we will try to make allowances
target
univariate target for the objective
arguments
default arguments to be passed to an objective function when executed
multiplier
multiplier to apply to the objective, usually 1 or -1
...
any other passthru parameters
min_prisk
minimum percentage contribution to risk
max_prisk
maximum percentage contribution to risk
min_concentration
TRUE/FALSE whether to minimize concentration, default FALSE, always TRUE if min_prisk and max_prisk are NULL
min_difference
TRUE/FALSE whether to minimize difference between concentration, default FALSE