| diversification {PortfolioAnalytics} | R Documentation |
Function to compute diversification as a constraint
Description
Diversification is defined as 1 minus the sum of the squared weights
diversification = 1 - sum(w^2)
Usage
diversification(weights)
Arguments
weights |
vector of asset weights |
Author(s)
Ross Bennett
[Package PortfolioAnalytics version 2.0.0 Index]