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: 2021-02-08 09:56:22 UTC; jb-ha
Repository: CRAN
Date/Publication: 2021-02-11 14:50:09 UTC
Built: R 4.3.3; ; 2025-01-24 06:41:14 UTC; unix
