This library allows to measure portfolio diversification using 9 different measures. Furthermore it is possible to calculate the maximum diversification portfolio.
Riccardo Brignone (2021). Measures of Portfolio Diversification (https://www.mathworks.com/matlabcentral/fileexchange/59794-measures-of-portfolio-diversification), MATLAB Central File Exchange. Retrieved .
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!