Home > Term: second pass regression
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.
- Jenis Kata: noun
- Industri / Domain: Layanan keuangan
- Kategori: Keuangan secara umum
- Company: Bloomberg
0
Penulis
- Jessehe
- 40.13% positive feedback