New answers tagged

0 votes

How to obtain bivariate regression coefficients from two univariate regression coefficients?

Betas are $(x'x)^{-1}(x'y)$. You know $(x'x)^{-1}$ from variances and correlation. You know $x'y$ from the correlation between each x and y (imply from regression coefficient). Edit for clarity, x is ...
Arshdeep's user avatar
  • 2,045
2 votes

Analyzing portfolio returns using Fama-French Factors

It is very important to understand your end goal. FF regressions are used to understand return of portfolio which can be attributed to FF style factors. In this analysis I am assuming that you are ...
vaibhav's user avatar
  • 21

Top 50 recent answers are included