Portfolio Analysis
Diversification Ratio
Changed onCompute 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)
post/portfolios/analysis/diversification-ratio
Request
- Base URLhttps://api.portfoliooptimizer.io/v1
- URLhttps://api.portfoliooptimizer.io/v1/portfolios/analysis/diversification-ratio
- AuthAPI key in header X-API-Key
Request body
Response
OK
Changes
- info
endpoint added
- info