问题如下图:
选项:
A.
B.
C.
解释:
公式中ei指的是什么?能否麻烦解释下。
NO.PZ2018070201000089 问题如下 Whiof the following statements is correin return-generating mols? A.The intercept of the market mol is the asset’s estimatebet B.The intercept of the market mol is the asset’s estimatealph C.The intercept of the market mol is the asset’s estimatevariance. B is correct.In the market mol, Ri =αi +βiRm +ei, the intercept, αi, is estimateusing historicsecurity anmarket returns. 老师您好,题目问的是return generating mol,但是解析的是Market mol,Market mol属于单因子模型,单因子模型是多因子模型的特例,return generating mol是多因子模型。那么可以用特例代替多音字模型吗?请问老师这道题在考什么呀~
NO.PZ2018070201000089 球讲解。
你好老师,请问CAPM中的SCL也是回归,怎么知道题目说的是marketmol还是前面略略讲到的那个呢,谢谢
The intercept of the market mol is the asset’s estimatealphThe intercept of the market mol is the asset’s estimatevariance. B is correct. In the market mol, Ri =αi +βiRm +ei, the intercept, αi, is estimateusing historicsecurity anmarket returns. 请问这个知识点是讲义的那里提到呢,给忘记了