diversification_score: Diversification score
In rexmacey/AAUtilities: Asset Allocation Utilities
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
diversification_score(c(.5,.4,.1))
rexmacey/AAUtilities documentation built on May 27, 2019, 5:55 a.m.
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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 | diversification_score(c(.5,.4,.1))
|
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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