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HHI

Concentration of weights

Description

This function computes the concentration of weights using the Herfindahl Hirschman Index

Usage

HHI(weights, groups = NULL)

Arguments

weights

set of portfolio weights
groups

list of vectors of grouping

Author(s)

Ross Bennett

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

v1.1.0
GPL-2 | GPL-3
Authors
Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]
Initial release
2018-05-17

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