A NEW METHOD OF STATISTICAL ANALYSIS OF MARKETS’ CONCENTRATION OR DIVERSIFICATION

Abstract

This paper tries to clarify, from a statistical point of view, an important notion like “market with excessive concentration” (defining the relative limit of a concentration coefficient Gini - Struck, in the general conditions of ABC curve’s theory) or “market with excessive diversification” (defining the relative limit of a diversification coefficient Gini - Struck, in the generalconditions of ABC curve’s theory). These two evaluations for the concentration or diversification speed can be realized only in the conditions of a better understanding of the structures, associations or correlations on an investigated market. The authors try to extend and mixture two interesting methods in a single and unique one, and, thus to offer simple and clear response to some descriptive problems on dynamic markets.

Keywords

• Gini-Struck coefficient
• concentration-diversification’s coefficient
• ABC curve’s theory