diverseMarketPortfolio: Diversity weighted market portfolio

View source: R/marketCapPortfolio.R

diverseMarketPortfolioR Documentation

Diversity weighted market portfolio

Description

See SPT (2002) by E. F.

Usage

diverseMarketPortfolio(market_port, p = 1)

Arguments

market_port

object returned from getMarketPortfolio

p

diversity index (a number in the unit interval)

Value

vector


shill1729/trader documentation built on Dec. 27, 2022, 10:55 p.m.