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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/man/diversification.Rd
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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/constraintsFUN.R
\name{diversification}
\alias{diversification}
\title{Function to compute diversification as a constraint}
\usage{
diversification(weights)
}
\arguments{
\item{weights}{vector of asset weights}
}
\description{
Diversification is defined as 1 minus the sum of the squared weights
\deqn{diversification = 1 - sum(w^2)}
}
\author{
Ross Bennett
}