The new method USES reference portfolio formed on the base of corporation market value to calculate long-run abnormal returns, USES adjusted-t test or rank test to test abnormal returns.
改进的长期异常回报率计算方法是基于市值的参考组合法,改进的检测方法是偏度矫正的t检验法和秩和法。
IllustrationAuthor's note: this article can be read without reference to my other articles in this series on portfolio management.
插图作者提示:阅读本文可以不参考本系列关于项目组合管理的其他文章。
IllustrationAuthor's Note: this article can be read without reference to my other articles in this series on portfolio management.
插图作者注解:您阅读本文之前不需要参考项目组合管理系列中我的其他文章。
A portfolio is a reference to a company, although a transaction also references a company.
portfolio是对公司(company)的引用,尽管事务也引用公司。
A portfolio is a reference to a company, although a transaction also references a company.
portfolio是对公司(company)的引用,尽管事务也引用公司。
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