As a result, we shortlist three competitive indexes. He provides oversight and assistance to the 2,700 men and women who develop, deploy and sustain a 17B portfolio of cyberspace, networks, cryptologic and data link. We propose also a new concentration index. Thiele is the Deputy Program Executive Officer (PEO) for Command, Control, Communications, Intelligence and Networks (C3I&N), Hanscom Air Force Base, Massachusetts. Properties of the Theil-Tornqvist indexare discussed in Diewert (1976, 1981) and recommended strongly for use incomparisons of prices, real output and productivity (see Caves,Christensen and Diewert, 1982). We have selected a set of concentration indexes than we have implemented an empirical test. The Theil-Tornqvist index is a well-known index for binarycomparisons of cost-of-living. This work is about the comparison between these measurements to get which one fits most the financial context. Helping people at world-class companies accomplish more every day.
This study is based on indexes developed by the theory of inequality and the theory of industrial concentration. Instantly find everything you need to work faster, on your desktop and across your cloud apps, for free. Serfling (2007), Multivariate Spatial U-Quantiles: a Bahadur-Kiefer Representation, a Theil-Sen Estimator for Multiple Regression, and a Robust Dispersion Estimator, Journal. This paper represents some mathematical models for evaluating and quantifying the concentration risk under the Ad-Hoc approaches. There have been a number of proposals for extending Theil-Sen estimation to multiple regression contexts. This risk is defined as the loss that we can get from a large exposition of a single name counterparty, a sector or a product.
North Holland: Amsterdam.Ĭoncentration Risk: The Comparison of the Ad-Hoc Approach Indexesįinancial Risk, Credit Risk, Concentration Risk, Concentration IndexesĪBSTRACT: During the last subprime crisis, the concentration risk issue has become increasingly important in the world of finance. There is an example in the command help and Code: ineqdeco decileincome fwpopulation, by (region) may be closer to what you want.
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