objective: Set new objective of a portfolio.model
In portfolio.optimization: Contemporary Portfolio Optimization

objective sets a new objective for VaR and Expected Shortfall

1	objective(model, objective = "markowitz")

`model`	the portfolio.model to be changed
`objective`	the new objective

the adapted portfolio.model

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data(sp100w17av30s)
model <- portfolio.model(scenario.set)
mad <- optimal.portfolio(objective(model, "mad"))

portfolio.optimization documentation built on May 2, 2019, 8:16 a.m.

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