Finance Application: Portfolio Analysis with a Market Index as a Leading Indicator in Simple Linear Regression

Cynthia Fraser
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Cynthia Fraser: University of Virginia, McIntire School of Commerce

Chapter Chapter 8 in Business Statistics for Competitive Advantage with Excel 2013, 2013, pp 199-215 from Springer

Abstract: Abstract Simple linear regression of stock rates of return with a Market index provides an estimate of beta, a measure of risk, which is central to finance investment theory.

Keywords: Stock Price; Expected Return; Efficient Frontier; Market Index; Market Rate (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-7381-7_8

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DOI: 10.1007/978-1-4614-7381-7_8

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