问题如下图:
选项:
A.
B.
C.
return generationg model 是CAPM模型?怎么上课没有听到过
NO.PZ2015121801000091问题如下 With respeto return-generating mols, whiof the following statements is most accurate? Return-generating mols are useto rectly estimate the:A.expectereturn of a security.B.weights of securities in a portfolio.C.parameters of the capitmarket line.is correct.In the market mol, Ri =αi +βiRm +ei, the intercept, αi, anslope coefficient,βi, are estimateusing historicsecurity anmarket returns. These parameter estimates then are useto prefirm-specific returns tha security mearn in a future perio不是说CAMP是看预期收益率的;这个Ri=α+β*Rm+残差项是通过真实历史数据,回归出α和β吗?这道题问算预期收益率的,怎么又用这个了呢?
NO.PZ2015121801000091 如题,感谢老师解答
NO.PZ2015121801000091 如题。。。。。。。。。。。。。。。
这个不应该是portfolio的收益率吗?CAPM不才是单个证券的收益率吗?
C啥意思。。