[R-SIG-Finance] [R-sig-finance] fPortfolio min CVaR

[A.N.]

I am testing the fPortfolio package by comparing in the optimization type
between mean variance and CVaR minimization and I don't find where the CVaR
works in the solver code. 
By the way how the constraints in VaR and CVaR in the specifications are
computed in the optimization problem ? 



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