Hall-Tideman Index
From Open Risk Manual
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Contents
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 summing up to a total of
and each value fraction is defined as
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
- The Gini Index is a related measure