Tentamen (uitwerkingen)
Exam (elaborations) TEST BANK FOR The Econometrics of Financial Market
- Vak
- Instelling
Exam (elaborations) TEST BANK FOR The Econometrics of Financial Market Consider the case where the common factor ft is the (observable) market portfolio. Then the true beta of security i is i as in (3.1.1) and the beta computed from observed returns o i is given by o i = Cov[r o it; f...
[Meer zien]