tech.nmfin.portfoliooptimization.corvalan2005.diversification

Interface DiversificationMeasure

All Known Implementing Classes:

ProductOfWeights, SumOfPoweredWeights, SumOfSquaredWeights, SumOfWLogW

public interface DiversificationMeasure

Defines the diversification of a portfolio.

Method Summary

Modifier and Type	Method and Description
double	value(double[] weights) Evaluates the level of portfolio diversification given portfolio weights.

Method Detail

value

double value(double[] weights)

Evaluates the level of portfolio diversification given portfolio weights.

Parameters:

weights - portfolio weights

Returns:

the level of diversification