DiversificationR

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).

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