bottom-up beta 的估算首先从分析公司所处行业/业务出发,通过估算各个业务的基本风险或beta,然后将这些风险进行加权平均最终获得。 2. 估算bottom-up beta包括哪些步骤? 一共包括4个步骤: 步骤1:将目标公司的业务做一定的拆分。GE有26种业务,而沃尔玛则是单一业务的公司。不要将业务拆分的过细,因为到了步骤2会碰...
步骤2：分别估算每种业务的风险（beta）。这里的beta成为资产（asset）beta或无杠杆（unlevered）beta。步骤3：将上一步获得的无杠杆beta进行加权平均，权值是根据某业务的价值（value）对比所有业务的价值加总来确定的。步骤4：根据目标公司的财务杠杆（debt to equity 比值）计算最终的beta。选择可类比的...
Bottom-Up beta-Reduction: Uplinks and lambda-DAGs If we represent lambda-calculus term as a DAG rather than a tree, we can efficiently represent the sharing that arises from beta-reduction, thus avoiding c... O Shivers,M Wand - European Symposium on Programming Languages & Systems 被引量:...
One predictive regression of monthly momentum returns on its bottom-up beta produces an OOS R-square of 2.41%. This contrasts with the usual negative OOS R-squares of similar predictive regressions for the market excess return.doi:10.2139/ssrn.2144204Pedro Barroso...
From Top-down Beta Management to Bottom-up Analyst Sentiment Investors entered the third quarter having experienced the worst start to a year since 1975. A bear market rally materialized, and investors chased stocks with high beta (relative to low beta). However, the acceleration in U.S. ...
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2.1.1277 Part 1 Section 20.1.5.13, up (Up Vector) 2.1.1278 Part 1 Section 20.1.7.1, chExt (Child Extents) 2.1.1279 Part 1 Section 20.1.7.2, chOff (Child Offset) 2.1.1280 Part 1 Section 20.1.7.3, ext (Extents) 2.1.1281 Part 1 Section 20.1.7.4, off (Offset) 2.1.1282 Part 1 ...
2.1.1277 Part 1 Section 20.1.5.13, up (Up Vector) 2.1.1278 Part 1 Section 20.1.7.1, chExt (Child Extents) 2.1.1279 Part 1 Section 20.1.7.2, chOff (Child Offset) 2.1.1280 Part 1 Section 20.1.7.3, ext (Extents) 2.1.1281 Part 1 Section 20.1.7.4, off (Offset) 2.1.1282 ...
(HC), comparing these with two mathematical models of visual saliency: one bottom-up, based on the physical attributes of images, and the other top-down, incorporating machine learning. While the bottom-up (GBVS) model revealed no significant overall differences between groups (beta = 0.01,p...