Quantile-based concentration measures#
Learning objectives#
After working through this topic, you should be able to:
explain the concept of concentration measures
explain what quantile-based concentration measures are
calculate the Palma ratio
explain why concentration measures are (almost) always relative measures
Materials#
Video with English subtitles:
Download the slides.
Video with German subtitles:
(turn subtitles on in the bottom right corner of the video)