这个return-generate model 视频中有讲过吗
问题如下图:
选项:
A.
B.
C.
解释:
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