WeightOverlap
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Function Description
Returns the weight overlap
between two (long-only) portfolios, 
and 
, i.e.:
Where the weights in the portfolio (rescaled to add to
unity) and in the benchmark (also rescaled to add to unity) are 
and
respectively.
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Output type / Parameter details
Output type: Double
| Parameter Name | Variable Type | Description |
| PortfolioWeightArray | Double() | Array containing portfolio weights |
| BenchmarkWeightArray | Double() | Array containing benchmark weights |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Risk management functions
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Computation units used
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