diversification_score: Diversification score

Description Usage Arguments Value Examples

Description

The diversification score for a portfolio of n equally-weighted assets will be n. All things being equal, the larger the value the greater the diversification. This is a simple measure ignoring the covariance matrix. Use with caution.

Usage

1

Arguments

w

Weights of a portfolio

Value

value Diversification score

Examples

1

rexmacey/AAUtilities documentation built on May 27, 2019, 5:55 a.m.