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.
- ส่วนหนึ่งของคำพูด: noun
- อุตสาหกรรม/ขอบเขต: Financial services
- Category: General Finance
- Company: Bloomberg
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- Jessehe
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