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Diversification is one of the most important concepts in portfolio management. This framework offers scholars, practitioners and policymakers a useful toolbox to measure diversification. Specifically, this framework provides recent diversification measures from the recent literature. These diversification measures are based on the works of Rudin and Morgan (2006) <doi:10.3905/jpm.2006.611807>, Choueifaty and Coignard (2008) <doi:10.3905/JPM.2008.35.1.40>, Vermorken et al. (2012) <doi:10.3905/jpm.2012.39.1.067>, Flores et al. (2017) <doi:10.3905/jpm.2017.43.4.112>, Calvet et al. (2007) <doi:10.1086/524204>, and Candelon, Fuerst and Hasse (2020).
| Version: | 0.1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | stats |
| Published: | 2021-02-11 |
| Author: | Jean-Baptiste Hasse [cre, aut] |
| Maintainer: | Jean-Baptiste Hasse <jb-hasse at hotmail.fr> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | DiversificationR results |
| Reference manual: | DiversificationR.pdf |
| Package source: | DiversificationR_0.1.0.tar.gz |
| Windows binaries: | r-devel: DiversificationR_0.1.0.zip, r-release: DiversificationR_0.1.0.zip, r-oldrel: DiversificationR_0.1.0.zip |
| macOS binaries: | r-release (arm64): DiversificationR_0.1.0.tgz, r-oldrel (arm64): DiversificationR_0.1.0.tgz, r-release (x86_64): DiversificationR_0.1.0.tgz, r-oldrel (x86_64): DiversificationR_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
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