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DiversificationR (version 0.1.0)

Econometric Tools to Measure Portfolio Diversification

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) , Choueifaty and Coignard (2008) , Vermorken et al. (2012) , Flores et al. (2017) , Calvet et al. (2007) , and Candelon, Fuerst and Hasse (2020).

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Version

Install

install.packages('DiversificationR')

Monthly Downloads

203

Version

0.1.0

License

GPL-3

Maintainer

Jean-Baptiste Hasse

Last Published

February 11th, 2021

Functions in DiversificationR (0.1.0)

f_VaR

Function computing Value-at-Risk and modified Value-at-Risk
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_circular_bloc_bootstrap

Function computing a circular block bootstrap
f_diversification_measurement

Function computing portfolio diversification measures
data_efficient_portfolios_returns

Efficient portfolios returns
f_RSRL

Function computing the RSRL or the RSRL