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
Copyright By PowCoder代写 加微信 powcoder
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
程序代写 CS代考 加微信: powcoder QQ: 1823890830 Email: powcoder@163.com