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be_cool · 2021年05月22日

HHI=0.0286怎么算出来的啊,能详细列一下数据吗

* 问题详情,请 查看题干

NO.PZ201809170400000304

问题如下:

Based on its HHI, the initial US large-cap benchmark most likely has:

选项:

A.

a concentration level of 4.29.

B.

an effective number of stocks of approximately 35.

C.

individual stocks held in approximately equal weights.

解释:

B is correct. The HHI measures stock concentration risk in a portfolio, calculated as the sum of the constituent weightings squared:

HHI=i=1nwi2HHI={\textstyle\sum_{i=1}^n}w_i^2

Using the HHI, one can estimate the effective number of stocks, held in equal weights, that would mimic the concentration level of the respective index. The effective number of stocks for a portfolio is calculated as the reciprocal of the HHI. The HHI is 0.0286; the reciprocal (1/0.0286) is 34.97.

Therefore, the effective number of stocks to mimic the US large-cap benchmark is approximately 35.

HHI=0.0286怎么算出来的啊,能详细列一下数据吗

1 个答案

maggie_品职助教 · 2021年05月23日

嗨,爱思考的PZer你好:


这里的HHI是直接给出的,不需要我们计算,而且也没法计算因为题目没有给数据。

此外,需要注意HHI的计算是二级公司理财的知识点,在三级权益中是用于计算effective number of stocks的,所以题目通常都会直接给你,不会再考察计算了。

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