The first question is, what's the beta of the Yale portfolio?
第一个问题是,耶鲁投资组合的beta系数是多少
Again, I'm not going to spend much time on this, of the ith asset is the regression coefficient when you regress the return on the ith asset on the return of the market portfolio.
再强调一次,我不打算花太多时间在这个等式上面,但要注意的是当你想将市场组合收益,but,the,β,回归到第i资产收益中去,第i资产β系数是线性回归方程的,回归系数。
应用推荐