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如此_AnnieCcc · 2021年02月08日

完全看不懂

NO.PZ2018070201000089

问题如下:

Which of the following statements is correct in return-generating models?

选项:

A.

The intercept of the market model is the asset’s estimated beta.

B.

The intercept of the market model is the asset’s estimated alpha.

C.

The intercept of the market model is the asset’s estimated variance.

解释:

B is correct.

In the market model, Ri iiRm +ei, the intercept, αi, is estimated using historical security and market returns.

球讲解。

1 个答案
已采纳答案

丹丹_品职答疑助手 · 2021年02月09日

嗨,从没放弃的小努力你好:


同学你好,这里涉及咱们线性回归的理解,譬如y=3+2x 这个式子中3就是那个αi,就是和纵轴的截距项也是我们按计算器求出来的a,2=b就是斜率。请知悉。


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努力的时光都是限量版,加油!