“多资产联合检验”的概念、定义、翻译、参考文献-科学参考

多资产联合检验

Encyclopedia

理学有效前沿投资组合释
multiple asset Joint test多资产联合检验
在线性回归模型的框架下，对多个资产的联合定价模型成立与否的一种检验方法。多资产的联合定价模型假定模型中资产期望收益率能够完全被定价因子解释，即多个资产的期望收益率形成的列向量与定价因子做线性回归，所有截距项应该为0。若同时考虑个资产，多资产联合检验会检验所有截距项是否为0，即。

单词	多资产联合检验
释义	多资产联合检验 Encyclopedia 理学有效前沿投资组合释 multiple asset Joint test多资产联合检验在线性回归模型的框架下，对多个资产的联合定价模型成立与否的一种检验方法。多资产的联合定价模型假定模型中资产期望收益率能够完全被定价因子解释，即多个资产的期望收益率形成的列向量与定价因子做线性回归，所有截距项应该为0。若同时考虑个资产，多资产联合检验会检验所有截距项是否为0，即。
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