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1 A single-factor security market 1 A single-factor security market

1 A single-factor security market - PowerPoint Presentation

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Uploaded On 2017-08-12

1 A single-factor security market - PPT Presentation

The singleindex model Estimating the singleindex model Topic 3 Ch 8 Index Models 2 The success of a portfolio selection rule depends on the quality of the input list ie the estimates of expected security returns and the covariance matrix ID: 577991

firm return market index return firm index market specific security excess risk model single variance estimates portfolio regression beta

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