Hall-Tideman Index
From Open Risk Manual
Definition
The Hall-Tideman index is a metric useful for the purpose of measuring Concentration Risk diversity or inequality metrics. An alternative name is Rosenbluth Index.
Details
More precisely, if we have n values summing up to a total of
and each value fraction is defined as
Then the HTI index is defined as
See Also
- The Gini Index is a related measure
Implementation
Open Source implementations of the HTI index are available in
- the Python library Concentration Library
References
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