diversification_score: Calculates a measure of diversification
In rexmacey/TaxAwareAA: Tax Aware Asset Allocation
Description
Usage
Arguments
Value
Description
This score is scaled such that if one equally invested in n assets, the score will be n. Thus higher values indicate greater diversification.
This does not incorporate any correlation among asset classes. It treats each asset class independently.
Usage
1
Arguments
w
Weights of assets in portfolio
Value
Diversification score. This score is scaled such that if one equally invested in n assets, the score will be n.
rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.
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Description Usage Arguments Value
Description
This score is scaled such that if one equally invested in n assets, the score will be n. Thus higher values indicate greater diversification. This does not incorporate any correlation among asset classes. It treats each asset class independently.
Usage
1 |
Arguments
w |
Weights of assets in portfolio |
Value
Diversification score. This score is scaled such that if one equally invested in n assets, the score will be n.
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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