Interface DiversificationMeasure
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- All Known Implementing Classes:
ProductOfWeights
,SumOfPoweredWeights
,SumOfSquaredWeights
,SumOfWLogW
public interface DiversificationMeasure
Defines the diversification of a portfolio.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
value(double[] weights)
Evaluates the level of portfolio diversification given portfolio weights.
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