| Interface | Description |
|---|---|
| DiversificationMeasure |
Defines the diversification of a portfolio.
|
| Class | Description |
|---|---|
| ProductOfWeights |
Defines portfolio diversification as
\[
D(w) = \prod_i w_i
\]
|
| SumOfPoweredWeights |
Defines portfolio diversification as
\[
D(w) = \sum_i w_i^P
\]
|
| SumOfSquaredWeights |
Defines portfolio diversification as
\[
D(w) = \sum_i w_i^2
\]
|
| SumOfWLogW |
Defines portfolio diversification as
\[
D(w) = \sum_i w_i \ln(w_i)
\]
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.