Trading Volume Concentration across S&P 500 Index Constituents—A Gini-Based Analysis and Concentration-Driven (Daily Rebalanced) Portfolio Performance Evaluation: Is Chasing Concentration Profitable?
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Keywords
trading volume concentration; S&P 500 index; Gini-based Trading Concentration Index (TCI); Gini index; Trading Concentration Index (TCI); financial market concentration; risk–return analysis; experimental portfolio design;All these keywords.
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