Hall-Tideman Index

From Open Risk Manual
Revision as of 13:27, 14 June 2021 by Wiki admin (talk | contribs) (Created page with "== Definition == The '''Hall-Tideman''' index is a metric useful for the purpose of measuring Concentration Risk diversity or inequality metrics == Details == More prec...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Definition

The Hall-Tideman index is a metric useful for the purpose of measuring Concentration Risk diversity or inequality metrics

Details

More precisely, if we have n values E_i summing up to a total of


E_T = \sum^{n}_{i=1} E_{i}

and each value fraction is defined as


w_{i} = \frac{E_i}{E_T}

Then the HTI index is defined as

Failed to parse (syntax error): HTI = \frac{1}{2 \sum^{n}_{i=1} i w_{i} - 1

See Also


References