ly2023-08-12 15:12:05
ly老师，concentration level是什么呀，在做题中遇到了/题目如下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./选项 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.
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开开2023-08-13 11:19:37
开开同学你好，书中没有说明concentration level作为一只指标应该如何计算。涉及到concentration level我们一般会说等权重持有组合的effective number of stocks可用来代表此组合的concentration level。比较不同组合的effective number of stocks可以判断谁的concentration level更高。effective number of stocks越多，concentration level越低。
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