NO.PZ2015122802000057
问题如下:
Which of the following index weighting methods requires the most frequent rebalancing?
选项:
A.Price weighting.
B.Equal weighting.
C.Market-capitalization weighting.
解释:
B is correct.
Changing market prices will cause weights that were initially equal to become unequal, thus requiring rebalancing.
考点:等权重指数的优缺点
等权重法假设每只股票买相同的金额,所以股价一变,权重就变了。股价通常变动很频繁,因此该方法需要调整至目标权重的频率最高。
Debrah_品职答疑助手 · 大约 1 年前
同学你好,A选项 Price-Weighting Index是假设每支股票买了相同股数(assumes you purchase an equal number of shares (one) of each stock represented in the index.)所以,即便股价发生变化,只要你手里持有的不同股票的股数一直相同,权重就没有发生变化。
老师好,这个是之前老师给的解答,我想请问一下这个rebalancing调权重难道只是代表分母(股票数)么,这样理解的话,在equal weighted里,如果用算数平均的公式来看的话,就算股价变了但是股票数也没变呀,那么权重不就没变么,还是不太理解,麻烦再解释一下,谢谢