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.
- Del af tale: noun
- Branche/domæne: Financial services
- Category: General Finance
- Company: Bloomberg
0
Ophavsmand
- Jessehe
-
(V.I.P) 32013 points - 40.13% positive feedback
