Beta CoefficientFuzzy RegressionOutlierIn the Capital Asset Pricing Model (CAPM), beta coefficient is a very important parameter to be estimated. The most commonly used estimating methods are the Ordinary Least Squares (OLS) and some Robust Regression Techniques (RRT). However, these traditional ...
Beta coefficient is an important input in the capital asset pricing model (CAPM). CAPM estimates a stock's required rate of return i.e. (cost of equity) as the sum of the risk free interest rate and the stock's equity risk premium. A stock's equity risk premium is the product of ...
leading coefficient───[统计]首项系数 双语使用场景 Based on CAPM, the authors obtained the expected return rate of entrepreneurs, thebeta coefficientand risk premium of enterprises.───基于经典的资本资产定价(CAPM)理论,得到了企业家的期望收益率、企业的贝塔系数和风险溢价。
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a.Being in the second position relative to a designated carbon atom in an organic molecule at which an atom or a group may be substituted. b.Referring to the second of a group of isomers, or molecules of similar origin or properties, determined arbitrarily by those who discover or classify...
Advantages of Using Beta Coefficient One of the most popular uses of Beta is to estimate the cost of equity (Re) in valuation models. The CAPM estimates an asset’s Beta based on a single factor, which is the systematic risk of the market. The cost of equity derived by the CAPM reflect...
We develop an alternative to the beta coefficient of the CAPM theory. We show the link between this notion and the Wiener chaos expansion of the underlying... G Bernis,S Scotti - 《Quantitative Finance》 被引量: 0发表: 2017年 Using Beta Coefficients in Meta-Analysis: Biased Mean and True...
Note that beta can also be calculated by running a linear regression on a stock's returns compared to the market using thecapital asset pricing model(CAPM). In fact, this is why this measure is called the beta coefficient, since statisticians and econometricians label the coefficients of explana...
The beta coefficient can be interpreted as follows: β =1 exactly as volatile as the market β >1 more volatile than the market β <1>0 less volatile than the market β =0 uncorrelated to the market β <0 negatively correlated to the market ...
The beta coefficient is a key parameter in the capital asset pricing model (CAPM). It measures the part of the asset's statistical variance that cannot be removed by the diversification provided by the portfolio of many risky assets, because of the correlation of its returns with the returns ...