張同學(xué)
2019-02-18 20:51老師您好,原版書(shū)課后題有這樣一道題: 12. Based on its HHI, the initial US large-cap benchmark most likely has: A. a concentration level of 4.29. B. an effective number of stocks of approximately 35. C. individual stocks held in approximately equal weights. 請(qǐng)問(wèn)答案A中的concentration level是什么意思,和怎么求出來(lái)的?講義和notes里面都沒(méi)有看到這個(gè)概念。謝謝! 題目詳見(jiàn)圖片
所屬:CFA Level III > Private Wealth Management 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
金程教育Alfred助教
2019-02-19 16:40
該回答已被題主采納
同學(xué)你好,書(shū)上正文中這樣說(shuō),如果HHI=0.0404,那么effective number of stock就是它的倒數(shù)??梢钥闯芍笖?shù)中100個(gè)股票的集中度約等于25個(gè)等權(quán)重分配的股票時(shí)的情況
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追問(wèn)
謝謝您,我明白了,這個(gè)concentration level=number of stocks in the index / effective number = 150 / 35 = 4.29
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追問(wèn)
這么說(shuō),A 和 B 就都是對(duì)的了,是嗎?
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追答
只能說(shuō)是看成指數(shù)中150支股票的集中度約等于35個(gè)等權(quán)重分配的股票時(shí)的情況
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追問(wèn)
哦,我明白了,謝謝您
