The Herfindahl-Hirschman Index (HHI) is a tool used to measure of the size of firms in relation to an industry and an indicator of the amount of competition among them, so one can imagine how valuable ...
After peaks in S&P 500 concentration, the S&P 500 Equal Weight Index has tended to outperform. Using the historical adjusted HHI (Herfindahl-Hirschman Index), a statistical measure of concentration ...
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