程序代写 model assumes that strek return are normally distributed with constant mean

model assumes that strek return are normally distributed with constant mean romances covariances
each stockmeter
SIM is an extension f the awn model covariance between stock returns arises
because is influenced by the same underlying factor

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di in constant
Rmt it n mm Oni
onceit How
Eje 0 to estimate
market exposure
Cor Rmt Eit 0
i estimated
Rit ai t Bi
Pi rm beta É
to estimate at
E ai e PiRone t Ere
Ee ai t Pi EI to

Mi i t PiMy s ai Mi Pilla
Estimate alpha

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