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