FrankSun · 2019年12月22日
问题如下：
With respect to return-generating models, the slope term of the market model is an estimate of the asset’s:
选项：
A.total risk.
B.systematic risk.
C.nonsystematic risk.
解释：
B is correct.
In the market model, Ri =αi +βiRm +ei, the slope coefficient, βi, is an estimate of the asset’s systematic or market risk.
阿尔法不是反应的是非系统性风险么，那不是就是全风险 么
NO.PZ2015121801000090 问题如下 With respeto return-generating mols, the slope term of the market mol is estimate of the asset’s: A.totrisk. B.systematic risk. C.nonsystematic risk. is correct.In the market mol, Ri =αi +βiRm +ei, the slope coefficient, βi, is estimate of the asset’s systematic or market risk. 什么是 return generating mol
NO.PZ2015121801000090 问题如下 With respeto return-generating mols, the slope term of the market mol is estimate of the asset’s: A.totrisk. B.systematic risk. C.nonsystematic risk. is correct.In the market mol, Ri =αi +βiRm +ei, the slope coefficient, βi, is estimate of the asset’s systematic or market risk. 老师您好， multifactor模型反应的β也包含funmentfactors，而funmentfactors不就是反映了非系统性风险吗。那么为什么说beta只反应了系统性风险呢。
NO.PZ2015121801000090 beta是非系统性风险吧？这个改如何记？
systematic risk. nonsystematic risk. B is correct. In the market mol, Ri =αi +βiRm +ei, the slope coefficient, βi, is estimate of the asset’s systematic or market risk.请问 slope应该是Rm吧？beta是横轴变量呀？
systematic risk. nonsystematic risk. B is correct. In the market mol, Ri =αi +βiRm +ei, the slope coefficient, βi, is estimate of the asset’s systematic or market risk.return generate mol是多因素模型，market mol是单因素模型，这两个人不是一回事儿吧？为什么出现在一道题目里？我有点迷惑
