R: Econometric Tools to Measure Portfolio Diversification

# Econometric Tools to Measure Portfolio Diversification

## Documentation for package ‘DiversificationR’ version 0.1.0

- DESCRIPTION file.

## Help Pages

data_efficient_portfolios_returns | Efficient portfolios returns
f_circular_bloc_bootstrap | Function computing a circular block bootstrap
f_diversification_measurement | Function computing portfolio diversification measures
f_RSRL | Function computing the RSRL or the RSRL
f_SR | Function computing the Sharpe ratio or one of its modified version
f_test_RSRL | Function computing coefficients and significance levels of the RSRL and mRSRL
f_VaR | Function computing Value-at-Risk and modified Value-at-Risk