3.13. In the example of Section 3.5 we assumed that the true return-generating process isa) If Adam...

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3.13. In the example of Section 3.5 we assumed that the true return-generating process isa) If Adam estimates the Z-score model, what would be the estimated expected return of stock A and stock B? Are the estimates correct?

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Quantitative Equity Portfolio Management

ISBN: 9780071459396

1st Edition

Authors: Ludwig B Chincarini, Daehwan Kim

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