quadratic_utility_objective | R Documentation |
This function calls return_objective
and portfolio_risk_objective
to create a list of the objectives to be added to the portfolio.
quadratic_utility_objective(risk_aversion = 1, target = NULL, enabled = TRUE)
risk_aversion |
risk_aversion (i.e. lambda) parameter to penalize variance |
target |
target mean return value |
enabled |
TRUE/FALSE, default enabled=TRUE |
a list of two elements
return_objective
portfolio_risk_objective
Ross Bennett
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.