negative_cvar - has it been removed from the project objective functions

robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

https://pyportfolioopt.readthedocs.io/

MIT License

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negative_cvar - has it been removed from the project objective functions #449

Closed valmetisrinivas closed 2 years ago

valmetisrinivas commented 2 years ago

Hi, I am trying to download negative _cvar using from pypfopt.objective_functions import negative_cvar and am getting the below error.

ImportError: cannot import name 'negative_cvar' from 'pypfopt.objective_functions' (C:\ProgramData\Anaconda3\lib\site-packages\pypfopt\objective_functions.py)

Any suggestions how to overcome the error?

robertmartin8 commented 2 years ago

negative_cvar has been removed because that entire implementation was misguided (see this commit for details).