Class SumOfPoweredWeights
- java.lang.Object
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- tech.nmfin.portfoliooptimization.corvalan2005.diversification.SumOfPoweredWeights
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- All Implemented Interfaces:
DiversificationMeasure
public class SumOfPoweredWeights extends Object implements DiversificationMeasure
Defines portfolio diversification as \[ D(w) = \sum_i w_i^P \]
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Constructor Summary
Constructors Constructor Description SumOfPoweredWeights(double power)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
value(double[] weights)
Evaluates the level of portfolio diversification given portfolio weights.
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Method Detail
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value
public double value(double[] weights)
Description copied from interface:DiversificationMeasure
Evaluates the level of portfolio diversification given portfolio weights.- Specified by:
value
in interfaceDiversificationMeasure
- Parameters:
weights
- portfolio weights- Returns:
- the level of diversification
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