💗 · 2025年06月26日
NO.PZ2018070201000112
问题如下：
A manager is plotting the excess returns of his portfolio on the excess returns of the market, what could the intercept of the best fit line formed in the plotting be called?
选项：
A.
Jensen’s beta.
B.
Jensen’s ratio.
C.
Jensen’s alpha.
解释：
C is correct.
When plotting the excess returns of a manager’s portfolio on the excess returns of the market, the intercept of the best fit line in the graph is Jensen’s alpha and the slope of the line is the beta.
这道题表达的是SCL线吗
NO.PZ2018070201000112 问题如下 A manager is plotting the excess returns of his portfolio on the excess returns of the market, whcoulthe intercept of the best fit line formein the plotting calle A.Jensen’s bet B.Jensen’s ratio. C.Jensen’s alph C is correct.When plotting the excess returns of a manager’s portfolio on the excess returns of the market, the intercept of the best fit line in the graph is Jensen’s alpha anthe slope of the line is the bet rt
请问这题问的是啥。。看不懂题目
Jensen’s ratio. Jensen’s alph C is correct. When plotting the excess returns of a manager’s portfolio on the excess returns of the market, the intercept of the best fit line in the graph is Jensen’s alpha anthe slope of the line is the beta.老师，这个best fit line是什么线？另外，还想问一下，market mol里的ａ和Jensen’ a 里的a是一样的吗？是指在考虑系统性风险的情况下进行主动投资获得的超额收益吗？还有M2 a里的a对a的理解；以及这三个模型（指标）里的a的区分，老师能否讲解一下，我有些乱
