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- UID
- 223339
- 帖子
- 323
- 主题
- 45
- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-13
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Why is alpha sometimes :
(expected - rfr)/stnd dev
and other times it is:
(expected - capm)/stnd dev
Any advice on when to use each.
In TB model it is (expected-capm)/stnd dev so when to use the other?? |
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发表于 2011-7-13 16:37
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