How would i find results for recursive alpha?
Thanks in advance.
Search found 2 matches
- Fri Mar 21, 2014 8:14 am
- Forum: Econometric Discussions
- Topic: Recursive theory
- Replies: 0
- Views: 1289
- Fri Mar 21, 2014 8:13 am
- Forum: Econometric Discussions
- Topic: Performance - Alpha and Beta
- Replies: 0
- Views: 1294
Performance - Alpha and Beta
I'm fairly new. I have conducted some multi-factor regressions on investment performance vs the market, how do i find alpha and beta from my results? I believe beta is the coefficient?
Thanks in advance!
Thanks in advance!