second pass regression

second pass regression
A cross-sectional regression of portfolio returns on betas. The estimated slope is the measurement of the reward for bearing systematic risk during the period analyzed. Bloomberg Financial Dictionary

Financial and business terms. 2012.

Игры ⚽ Нужен реферат?

Look at other dictionaries:

  • Second pass regression — A cross sectional regression of portfolio returns on betas. The estimated slope is the measurement of the reward for bearing systematic risk during the period analyzed. The New York Times Financial Glossary …   Financial and business terms

  • Regression toward the mean — In statistics, regression toward the mean (also known as regression to the mean) is the phenomenon that if a variable is extreme on its first measurement, it will tend to be closer to the average on a second measurement, and a fact that may… …   Wikipedia

  • Регрессия второго прохода — поперечная регрессия доходности инвестиционного портфеля на основе бета коэффициентов. Искомый угол наклона определяет вознаграждение за принятие систематического риска в течение изучаемого периода. По английски: Second pass regression См. также …   Финансовый словарь

  • KABBALAH — This entry is arranged according to the following outline: introduction general notes terms used for kabbalah the historical development of the kabbalah the early beginnings of mysticism and esotericism apocalyptic esotericism and merkabah… …   Encyclopedia of Judaism

  • Effect size — In statistics, an effect size is a measure of the strength of the relationship between two variables in a statistical population, or a sample based estimate of that quantity. An effect size calculated from data is a descriptive statistic that… …   Wikipedia

  • John von Neumann — Von Neumann redirects here. For other uses, see Von Neumann (disambiguation). The native form of this personal name is Neumann János. This article uses the Western name order. John von Neumann …   Wikipedia

  • Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …   Wikipedia

  • Education in Germany — The Evangelical Seminaries of Maulbronn and Blaubeuren (picture showing church and courtyard) form a combined Gymnasium and boarding school …   Wikipedia

  • Statistical hypothesis testing — This article is about frequentist hypothesis testing which is taught in introductory statistics. For Bayesian hypothesis testing, see Bayesian inference. A statistical hypothesis test is a method of making decisions using data, whether from a… …   Wikipedia

  • Germany — /jerr meuh nee/, n. a republic in central Europe: after World War II divided into four zones, British, French, U.S., and Soviet, and in 1949 into East Germany and West Germany; East and West Germany were reunited in 1990. 84,068,216; 137,852 sq.… …   Universalium

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”