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kanyeast · 2025年05月09日

alpha是指代什么的来着

NO.PZ2015121801000089

问题如下:

With respect to return-generating models, the intercept term of the market model is the asset’s estimated:

选项:

A.

beta.

B.

alpha.

C.

variance.

解释:

B  is correct.

In the market model, Ri iiRm +ei, the intercept, αi, and slope coefficient, βi, are estimated using historical security and market returns.

如题

1 个答案

Kiko_品职助教 · 2025年05月09日

嗨,从没放弃的小努力你好:


alpha代表的是超额收益。

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