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关注:1
2013-05-23 12:21
求翻译:Recall that, in cross-section regressions, the Sharpe-Lintner model predicts that the intercept is the risk-free rate and the coefficient on beta is the expected market return in excess of the risk-free rate是什么意思?![]() ![]() Recall that, in cross-section regressions, the Sharpe-Lintner model predicts that the intercept is the risk-free rate and the coefficient on beta is the expected market return in excess of the risk-free rate
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2013-05-23 12:21:38
回想一下,在横截面回归,夏普,林特纳的模型预测,拦截是无风险利率和贝塔系数是预期的市场回报率超过无风险利率的
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2013-05-23 12:23:18
还记得,在横截面回归,sharpe-lintner模型预测,截取的是无风险利率和系数Beta是预期的市场回报高的无风险利率
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2013-05-23 12:24:58
召回,在短剖面退化, SharpeLintner模型预言截住是无风险的率,并且系数在beta是期望的市场回归超出无风险的率
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2013-05-23 12:26:38
记得,在截面回归法,夏普 Lintner 模型预测截距是无风险利率和对 β 系数是预期的市场回报率超过无风险利率
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2013-05-23 12:28:18
记得那,在把回归分割成截面, Sharpe-Lintner 的模型预测那拦截是无风险的比率和有关 Beta 的系数是超过无风险的比率的被期待的市场返回
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