Hello I am using the fPortfolio package and I see there is the option in the
model slot "objRisk" which permits the user to define its own objective
function. I have the ebook Portfolio Optimization with Rmetrics and there it
says examples on this option are on the advanced version of the book, which
I looked on the Rmetrics webpage and apparently it doesn't exist yet. Does
anybody have an example or knows where can I find an example of the usage of
this option. How can I define my own objective function to optimize? Thank
you

Felipe Parra*
*

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