DiversificationR - Econometric Tools to Measure Portfolio Diversification
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).
