“multiple asset Joint test”的概念、定义、翻译、参考文献-科学参考

multiple asset Joint test

Encyclopedia

理学有效前沿投资组合释
multiple asset Joint test多资产联合检验
在线性回归模型的框架下，对多个资产的联合定价模型成立与否的一种检验方法。多资产的联合定价模型假定模型中资产期望收益率能够完全被定价因子解释，即多个资产的期望收益率形成的列向量与定价因子做线性回归，所有截距项应该为0。若同时考虑个资产，多资产联合检验会检验所有截距项是否为0，即。

单词	multiple asset Joint test
释义	multiple asset Joint test Encyclopedia 理学有效前沿投资组合释 multiple asset Joint test多资产联合检验在线性回归模型的框架下，对多个资产的联合定价模型成立与否的一种检验方法。多资产的联合定价模型假定模型中资产期望收益率能够完全被定价因子解释，即多个资产的期望收益率形成的列向量与定价因子做线性回归，所有截距项应该为0。若同时考虑个资产，多资产联合检验会检验所有截距项是否为0，即。
随便看	secondary axis secondary battery secondary bifurcation secondary blockage secondary bond secondary breakdown secondary cell secondary cell wall secondary characteristic classes secondary chemical defense secondary circle secondary circuit of electric arc furnace for steelmaking secondary clock secondary cohomology operation secondary coil secondary colony secondary color secondary colour Secondary Colour of Jade Artifact Secondary Colour of Jade Material secondary component secondary composition secondary conditioning secondary consolidation secondary constriction