Regressing for Jensen's Alpha on mutual fund returns

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
kpjgray
Posts: 1
Joined: Mon Feb 20, 2012 6:03 am

Regressing for Jensen's Alpha on mutual fund returns

Postby kpjgray » Mon Feb 20, 2012 6:11 am

I urgently need help with how to do this using eviews, I understand the theory behind Jensen's alpha but want to know how to go about calculating it in eviews. Replies would be most appreciated.
Top
OssCorp
Posts: 1
Joined: Mon Sep 22, 2014 3:14 am

Re: Regressing for Jensen's Alpha on mutual fund returns

Postby OssCorp » Mon Sep 22, 2014 3:18 am

Hi, have you found out how to calculate Jensen Alpha?
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests