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Regressing for Jensen's Alpha on mutual fund returns

Posted: Mon Feb 20, 2012 6:11 am
by kpjgray
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.

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

Posted: Mon Sep 22, 2014 3:18 am
by OssCorp
Hi, have you found out how to calculate Jensen Alpha?