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

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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-release (x86_64): DiversificationR_0.1.0.tgz, r-oldrel: DiversificationR_0.1.0.tgz

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