Measures of dispersion are defined as functionals satisfying certain equivariance and order conditions. In the main part of the paper attention is restricted to symmetric distributions. Different ...

Dispersion is an important statistical measure that quantifies the range of outcomes among the components of an index during a specific period. The S&P 500 Realized Dispersion Indices offer two ...

Dispersion is a fundamental measure of risk and opportunity in the stock market; it measures how differently stocks are performing, or are expected to perform. The Dispersion Index was launched in ...