NO.PZ2023021601000037
问题如下:
With respect to return-generating models, the intercept term of the market model is the asset’s estimated:
选项:
A.beta. B.alpha. C.variance.解释:
In the market model, Ri = αi + βiRm + ei, the intercept, αi, and slope coefficient, βi, are estimated using historical security and market returns.
market model 不是这个吗?哪有alph?