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Fama-Macbeth regression
释义
Fama-Macbeth regression
Encyclopedia
理学
有效前沿投资组合
释
Fama-Macbeth regression
法码-麦克白回归
用来处理多个金融资产在一段时间的收益率数据,以检验一个或多个因子是否对收益率有显著影响的方法。
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