C错的原因是不是算出来有效的股数是35,但是题干说有150支,所以不可能是equal weighted?问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ201809170400000304问题如下 Baseon its HHI, the initiUS large-cbenchmark most likely has: A.a concentration level of 4.29.B.effective number of stocks of approximately 35.C.invistocks helin approximately equweights. B is correct. The HHI measures stoconcentration risk in a portfolio, calculatethe sum of the constituent weightings squareHHI=∑i=1nwi2HHI={\textstyle\sum_{i=1}^n}w_i^2HHI=∑i=1nwi2Using the HHI, one cestimate the effective number of stocks, helin equweights, thwoulmimic the concentration level of the respective inx. The effective number of stocks for a portfolio is calculatethe reciprocof the HHI. The HHI is 0.0286; the reciproc(1/0.0286) is 34.97.Therefore, the effective number of stocks to mimic the US large-cbenchmark is approximately 35. 如题,Concentration level是什么意思?谢谢
NO.PZ201809170400000304 HHI=0.0286怎么算出来的啊,能详细列一下数据吗
请问concentration level 是什么意思?如何计算?它和HHI是一样的吗?