public class SumOfWLogW extends Object implements DiversificationMeasure
Constructor and Description |
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SumOfWLogW() |
Modifier and Type | Method and Description |
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double |
value(double[] weights)
Evaluates the level of portfolio diversification given portfolio weights.
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public double value(double[] weights)
DiversificationMeasure
value
in interface DiversificationMeasure
weights
- portfolio weightsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.