3 votes

Adjusting volatility while constructing portfolio

Page 6 also describes Long-short portfolios take long (or short) positions in assets with favorable (or unfavorable) macroeconomic trends relative to the cross-sectional average, and are designed ...
develarist's user avatar
  • 3,000
1 vote

basic econometric model on country spread methodology

These are good questions. 1: Yes. Similarly, consider absolute yield level as a regressand. 2: Regress on unemployment absolute AND difference. You can toss out any statistically insignificant (||&...
rrg's user avatar
  • 969

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