HHI: Concentration of weights
In R-Finance/PortfolioAnalytics: Portfolio Analysis, including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Author(s)
Description
This function computes the concentration of weights using
the Herfindahl Hirschman Index
Usage
1
Arguments
weights
set of portfolio weights
groups
list of vectors of grouping
Author(s)
Ross Bennett
R-Finance/PortfolioAnalytics documentation built on May 8, 2019, 4:46 a.m.
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Description Usage Arguments Author(s)
Description
This function computes the concentration of weights using the Herfindahl Hirschman Index
Usage
1 |
Arguments
weights |
set of portfolio weights |
groups |
list of vectors of grouping |
Author(s)
Ross Bennett
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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