首页 >  Term: second pass regression
second pass regression

A cross-sectional regression of portfolio returns on betas. The estimated slope is the measurement of the reward for bearing systematic risk during the period analyzed.

0 0

创建者

  • Jessehe
  •  (V.I.P) 32013 分数
  • 40.13% positive feedback
© 2024 CSOFT International, Ltd.