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 April 18, 2024, 4:09 a.m.
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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.
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