Question
4. A method that attempts to attribute the return of a portfolio to several different factors is the method of (a) simple linear regression. (b)
4. A method that attempts to attribute the return of a portfolio to several different factors is the method of
(a) simple linear regression.
(b) linear regression with a dummy variable.
(c) quadratic programming.
(d) multiple regression.
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Theoretical Foundations For Quantitative Finance
Authors: Luca Spadafora, Gennady P Berman
1st Edition
9813202475, 978-9813202474
