diversification: Function to compute diversification as a constraint
In braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
View source: R/constraintsFUN.R
diversification R Documentation
Function to compute diversification as a constraint
Description
Diversification is defined as 1 minus the sum of the squared weights
diversification = 1 - sum(w^2)
Usage
diversification(weights)
Arguments
weights
vector of asset weights
Author(s)
Ross Bennett
braverock/PortfolioAnalytics documentation built on June 11, 2025, 3:40 a.m.
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.
View source: R/constraintsFUN.R
| diversification | R Documentation |
Function to compute diversification as a constraint
Description
Diversification is defined as 1 minus the sum of the squared weights
diversification = 1 - sum(w^2)
Usage
diversification(weights)
Arguments
weights |
vector of asset weights |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.