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DiversificationR: Econometric Tools to Measure Portfolio Diversification
Diversification is one of the most important concepts in portfolio management. This framework offers scholars, practitioners and policymakers a useful toolbox to measure diversification. Specifically, this framework provides recent diversification measures from the recent literature. These diversification measures are based on the works of Rudin and Morgan (2006) <doi:10.3905/jpm.2006.611807>, Choueifaty and Coignard (2008) <doi:10.3905/JPM.2008.35.1.40>, Vermorken et al. (2012) <doi:10.3905/jpm.2012.39.1.067>, Flores et al. (2017) <doi:10.3905/jpm.2017.43.4.112>, Calvet et al. (2007) <doi:10.1086/524204>, and Candelon, Fuerst and Hasse (2020).
Getting started
Browse package contents
Package details |
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| Author | Jean-Baptiste Hasse [cre, aut] |
| Maintainer | Jean-Baptiste Hasse <jb-hasse@hotmail.fr> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
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