diversification: Function to compute diversification as a constraint

View source: R/constraintsFUN.R

diversificationR 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.