Downside-risk optimisation

Toolset pfopt_downside: 3 tools.

Tool	What it does	Notes
`pfopt_semivariance`	Mean-semivariance optimal weights from a price (or returns) history: only returns below semi_benchmark count as risk.
`pfopt_cvar`	Mean-CVaR optimal weights from historical return scenarios: CVaR (expected shortfall) is the average loss in the worst (1 - beta) share of periods, per period (daily for daily data).
`pfopt_cdar`	Mean-CDaR optimal weights from a price (or returns) history: CDaR is the average of the worst (1 - beta) share of drawdowns of the cumulative (summed) portfolio return.

Inputs, limits and outputs are described in Fincept Portfolio Optimizer. Full schemas: fincept_describe_tool.