<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Econometric Tools to Measure Portfolio Diversification</dc:title>
  <dc:title>R package DiversificationR version 0.1.0</dc:title>
  <dc: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) &lt;doi:10.3905/jpm.2006.611807&gt;, Choueifaty and Coignard (2008) &lt;doi:10.3905/JPM.2008.35.1.40&gt;, Vermorken et al. (2012) &lt;doi:10.3905/jpm.2012.39.1.067&gt;, Flores et al. (2017) &lt;doi:10.3905/jpm.2017.43.4.112&gt;, Calvet et al. (2007) &lt;doi:10.1086/524204&gt;, and Candelon, Fuerst and Hasse (2020).</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 2.10)</dc:relation>
  <dc:relation>Imports: stats</dc:relation>
  <dc:creator>Jean-Baptiste Hasse &lt;jb-hasse@hotmail.fr&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Jean-Baptiste Hasse [cre, aut]</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2021-02-11</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=DiversificationR</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.DiversificationR</dc:identifier>
</oai_dc:dc>
