Econometric Tools to Measure Portfolio Diversification
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘DiversificationR’ version 0.1.0
Help Pages
| data_efficient_portfolios_returns | Efficient portfolios returns |
| f_circular_bloc_bootstrap | Function computing a circular block bootstrap |
| f_diversification_measurement | Function computing portfolio diversification measures |
| f_RSRL | Function computing the RSRL or the RSRL |
| f_SR | Function computing the Sharpe ratio or one of its modified version |
| f_test_RSRL | Function computing coefficients and significance levels of the RSRL and mRSRL |
| f_VaR | Function computing Value-at-Risk and modified Value-at-Risk |