Package: DiversificationR
Type: Package
Title: Econometric Tools to Measure Portfolio Diversification
Version: 0.1.0
Authors@R: person("Jean-Baptiste", "Hasse", email = "jb-hasse@hotmail.fr", role = c("cre","aut"))
Author: Jean-Baptiste Hasse [cre, aut]
Maintainer: Jean-Baptiste Hasse <jb-hasse@hotmail.fr>
Description: Diversification is one of the most important concepts in
        portfolio management. This framework offers scholars,
        practitioners and policymakers a useful toolbox to measure
        diversification. Specifically, this framework provides recent
        diversification measures from the recent literature. These
        diversification measures are based on the works of Rudin and
        Morgan (2006) <doi:10.3905/jpm.2006.611807>, Choueifaty and
        Coignard (2008) <doi:10.3905/JPM.2008.35.1.40>, Vermorken et
        al. (2012) <doi:10.3905/jpm.2012.39.1.067>, Flores et al.
        (2017) <doi:10.3905/jpm.2017.43.4.112>, Calvet et al. (2007)
        <doi:10.1086/524204>, and Candelon, Fuerst and Hasse (2020).
Depends: R (>= 2.10)
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: stats
NeedsCompilation: no
Packaged: 2026-07-04 06:48:24 UTC; root
Repository: https://jbhasse.r-universe.dev
Date/Publication: 2021-02-11 13:50:09 UTC
RemoteUrl: https://github.com/cran/DiversificationR
RemoteRef: HEAD
RemoteSha: 6a1d5bd6b3d755cea143be08800750d3e9598efe