Advertising

Second pass regression

• A cross-sectional regression of portfolio returns on betas. The estimated slope is the measurement of the reward for bearing systematic risk during the period analyzed.

 
 Embedded terms in definition
 Portfolio
Risk
Systematic risk
Systematic
 
 Related Terms
 

<< Sec rule 15c3 1 Secondary issue >>

Multi-Tasking In Your 30s, 40s or 50s: Managing for today and saving for tomorrow, including a child's college expenses and your retirement More...

Never regard study as a duty, but as the enviable opportunity to learn to know the liberating influence of beauty in the realm of the spirit for your own personal joy and to the profit of the community to which your later work belongs. - Albert Einstein (1879-1955)

Advertising



Copyright 2009-2019 GVC. All rights reserved.