Oliverbug2020-09-06 17:23:42
The intercept of the best fit line formed by plotting the excess returns of a manager's portfolio on the excess returns of the market is best described as Jensen's: 1. 这里的J‘s α 可理解为是SCL线的intercept(截距)吗? 2. 这里说的best fit line 是SCL吗?
查看试题回答(1)
Irene2020-09-07 16:30:52
同学你好
可以这么理解。
- 评论(0)
- 追问(0)
评论
0/1000
追答
0/1000
+上传图片
