# skfolio.optimization.ObjectiveFunction ### *class* skfolio.optimization.ObjectiveFunction(\*values) Enumeration of objective functions. * **Attributes:** **MINIMIZE_RISK** *str* : Minimize the risk measure. **MAXIMIZE_RETURN** *str* : Maximize the expected return. **MAXIMIZE_UTILITY** *str* : Maximize the utility $w^T\mu - \lambda \times risk(w)$. **MAXIMIZE_RATIO** *str* : Maximize the ratio $\frac{w^T\mu - R_{f}}{risk(w)}$. #### *classmethod* has(value) Check if a value is in the Enum. * **Parameters:** **value** *str* : Input value. * **Returns:** **x** *bool* : True if the value is in the Enum, False otherwise.