DiversificationR

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Econometric Tools to Measure Portfolio Diversification

Jean-baptiste Hasse

Last update: 11 February 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.0

Cites work

• A Portfolio Diversification Index
• Toward Maximum Diversification
• The Diversification Delta: A Higher-MomentMeasure for Portfolio Diversification
• The Diversification Delta: A Different Perspective
• Down or Out: Assessing the Welfare Costs of Household Investment Mistakes

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