| Name : R-DiversificationR
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| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.1.13
| Date : 2024-06-14 11:00:38
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| Group : Development/Libraries/Other
| Source RPM : R-DiversificationR-0.1.0-lp153.1.13.src.rpm
|
| Size : 0.04 MB
| |
| Packager : (none)
| |
| Summary : 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) < 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).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
