Class SumOfSquaredWeights

    • Constructor Detail

      • SumOfSquaredWeights

        public SumOfSquaredWeights()
    • Method Detail

      • value

        public double value​(double[] weights)
        Description copied from interface: DiversificationMeasure
        Evaluates the level of portfolio diversification given portfolio weights.
        Specified by:
        value in interface DiversificationMeasure
        Parameters:
        weights - portfolio weights
        Returns:
        the level of diversification