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2023-08-12 15:12老師，concentration level是什么呀，在做題中遇到了/題目如下McMahon observes that the benchmark used for the US large-cap equity component is a price-weighted index containing 150 stocks. The benchmark’s Herfindahl–Hirschman Index (HHI) is 0.0286./選項(xiàng) Based on its HHI, the initial US large-cap benchmark most likely has: a concentration level of 4.29. an effective number of stocks of approximately 35. individual stocks held in approximately equal weights.
所屬：CFA Level III > Equity Portfolio Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
開開助教
2023-08-13 11:19
該回答已被題主采納
同學(xué)你好，書中沒有說明concentration level作為一只指標(biāo)應(yīng)該如何計(jì)算。涉及到concentration level我們一般會(huì)說等權(quán)重持有組合的effective number of stocks可用來代表此組合的concentration level。比較不同組合的effective number of stocks可以判斷誰的concentration level更高。effective number of stocks越多，concentration level越低。
如果答疑對(duì)你有幫助，【請(qǐng)采納】喲~。加油，祝你順利通過考試~
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