请问security characteristic line是什么?
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2015121801000096 问题如下 The slope of the security characteristic line is asset’s: A.bet B.excess return. C.risk premium. is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. In sua graph, Jensen’s alpha is the intercept anthe beta is the slope. 讲义里说了SML的斜率是market risk premium呀
NO.PZ2015121801000096 问题如下 The slope of the security characteristic line is asset’s: A.bet B.excess return. C.risk premium. is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. In sua graph, Jensen’s alpha is the intercept anthe beta is the slope. 不明白证券特征线指什么
NO.PZ2015121801000096问题如下The slope of the security characteristic line is asset’s:A.beta.B.excess return.C.risk premium.is correct.The security characteristic line is a plot of the excess return of the security on the excess return of the market. In sua graph, Jensen’s alpha is the intercept anthe beta is the slope.excess return和risk premium 的区别是什么
这个回归的公式,和single inx mol啥区别????公式很像啊
不知道这是哪里的知识点呢