DiversificationR: Econometric Tools to Measure Portfolio Diversification

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

Documentation:

Reference manual:

DiversificationR.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=DiversificationR to link to this page.