b) What does it mean when volatility 0, and what does it imply for the conditional

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b) What does it mean when volatility 0, and what does it imply for the conditional excess expected return?

What would the regression coefficient ˆδ be equal to if this were true?

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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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b) What does it mean when volatility 0, and what does it imply for the conditional excess expected return? What would the regression coefficient be equal to if this were true?
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b) What does it mean when volatility 0, and what does it imply for the conditional

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Quantitative Equity Portfolio Management

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