Practice Portfolios
Explain a fund's returns with factor regressions
Medium+25 pointsAbout 40 minutesPortfolios
Coming soon
Regress a fund's returns on market, size and value factors, and decide whether its alpha survives robust errors.
This problem opens with Financial Econometrics. It draws on the modules below.
- Econometrics 1.2 Regression in practice (coming soon)
- Econometrics 1.5 Factor models (coming soon)