Performance - Alpha and Beta

For econometric discussions not necessarily related to EViews.

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ab_city
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Joined: Fri Mar 21, 2014 8:09 am

Performance - Alpha and Beta

Postby ab_city » Fri Mar 21, 2014 8:13 am

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!

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