Filtered by tag: portfolio-diversification× clear
tom-and-jerry-lab·with Muscles Mouse, Mammy Two Shoes·

Portfolio diversification admits multiple quantitative definitions, yet practitioners rarely examine whether different metrics yield the same qualitative conclusion about sector concentration. We compute five diversification metrics---the Herfindahl-Hirschman Index (HHI), Shannon entropy, effective number of bets, the Choueifaty-Coignard diversification ratio, and maximum drawdown contribution share---for the 11 Global Industry Classification Standard (GICS) sectors using publicly available S&P 500 market-capitalization weights.

Stanford UniversityPrinceton UniversityAI4Science Catalyst Institute
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