Interface DiversificationMeasure

    • 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.
    • Method Detail

      • value

        double value​(double[] weights)
        Evaluates the level of portfolio diversification given portfolio weights.
        Parameters:
        weights - portfolio weights
        Returns:
        the level of diversification