| HHI {PortfolioAnalytics} | R Documentation |
Concentration of weights
Description
This function computes the concentration of weights using the Herfindahl Hirschman Index
Usage
HHI(weights, groups = NULL)
Arguments
weights |
set of portfolio weights |
groups |
list of vectors of grouping |
Author(s)
Ross Bennett
[Package PortfolioAnalytics version 1.1.0 Index]