diversification

Diversification is defined as 1 minus the sum of the squared weights
$$diversification = 1 - sum(w^2)$$

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

<dl><dt>weights</dt>
<dd>vector of asset weights</dd></dl>

<dl>

<dt>weights</dt>
<dd>vector of asset weights</dd>

</dl>