(a) If rf is constant for the estimation period, what is the relationship between the estimates of...

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(a) If rf is constant for the estimation period, what is the relationship between the estimates of α (1), f (1), and σ (1)

and those of α (2), f (2), and σ (2)?

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Quantitative Equity Portfolio Management

ISBN: 9780071459396

1st Edition

Authors: Ludwig B Chincarini, Daehwan Kim

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Question Posted: Oct 24, 2024 07:03 AM

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(a) If rf is constant for the estimation period, what is the relationship between the estimates of (1), f (1), and (1) and those of (2), f (2), and (2)?
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(a) If rf is constant for the estimation period, what is the relationship between the estimates of...

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Quantitative Equity Portfolio Management

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