Why are there so many concentration indices?

In a new blog post we discuss the proliferation of indices and metrics for computing concentration risk (and related diversification and inequality indices).

We go over the underlying reasons for such proliferation.

A word cloud of common concentration indices

  • Reason 1: Invented separately in many distinct domains
  • Reason 2: Multiple names for essentially the same Index
  • Reason 3: Generalized Families of Indexes
  • Reason 4: The nature of the underlying data
  • Reason 5: Distinct meaning and usability