Diversification Ratio

Compute the diversification ratio of one or several portfolio(s).

References

• Yves Choueifaty and Yves Coignard, Toward Maximum Diversification, The Journal of Portfolio Management Fall 2008, 35 (1) 40-51
• Tristan Froidure, Khalid Jalalzai and Yves Choueifaty, Portfolio Rho-Representativity, International Journal of Theoretical and Applied FinanceVol. 22, No. 07, 1950034 (2019)