I agree with your view , but why put money in gold and silver when we can shift money towards treasury ( safe haven + good yields ) And the U.S economy is not showing any signs of recession , last week their gdp is higher than expected and yesterday their unemployed stayed stable and jobs rising RecRead more
I agree with your view , but why put money in gold and silver when we can shift money towards treasury ( safe haven + good yields )
And the U.S economy is not showing any signs of recession , last week their gdp is higher than expected and yesterday their unemployed stayed stable and jobs rising
Record sales on black friday and Thanksgiving , slowly focus is also fading away for Russia- Ukraine war
In factor generating models ( Macroeconomic factor model ) We put (shock × beta) to find out the change in realised return from what is expected And factor risk premium is excess return over and above rf of a portfolio whose beta to particular factor is 1 and betas of all other factor is zero SuppoRead more
In factor generating models ( Macroeconomic factor model )
We put (shock × beta) to find out the change in realised return from what is expected
And factor risk premium is excess return over and above rf of a portfolio whose beta to particular factor is 1 and betas of all other factor is zero
Suppose a factor is “Economic Growth”
And if their is surprise in this factor , so thsi surprise will also effect the FRP
So my question is :
So to find out the difference between Ri and ER
Why do we need to multiple shock factor × beta ?
Why cant we directly subtract ka shock into factor risk premium and then multiply it to betas ?
View related to gold and silver
I agree with your view , but why put money in gold and silver when we can shift money towards treasury ( safe haven + good yields ) And the U.S economy is not showing any signs of recession , last week their gdp is higher than expected and yesterday their unemployed stayed stable and jobs rising RecRead more
I agree with your view , but why put money in gold and silver when we can shift money towards treasury ( safe haven + good yields )
And the U.S economy is not showing any signs of recession , last week their gdp is higher than expected and yesterday their unemployed stayed stable and jobs rising
Record sales on black friday and Thanksgiving , slowly focus is also fading away for Russia- Ukraine war
Difference between factor in factor models and factor risk premium
Look at second answer ,by mistake i have posted it their , i have mentioned my problem elaboratly in second answer.
Look at second answer ,by mistake i have posted it their , i have mentioned my problem elaboratly in second answer.
See lessDifference between factor in factor models and factor risk premium
In factor generating models ( Macroeconomic factor model ) We put (shock × beta) to find out the change in realised return from what is expected And factor risk premium is excess return over and above rf of a portfolio whose beta to particular factor is 1 and betas of all other factor is zero SuppoRead more
In factor generating models ( Macroeconomic factor model )
We put (shock × beta) to find out the change in realised return from what is expected
And factor risk premium is excess return over and above rf of a portfolio whose beta to particular factor is 1 and betas of all other factor is zero
Suppose a factor is “Economic Growth”
And if their is surprise in this factor , so thsi surprise will also effect the FRP
So my question is :
So to find out the difference between Ri and ER
Why do we need to multiple shock factor × beta ?
Why cant we directly subtract ka shock into factor risk premium and then multiply it to betas ?
Problem in Calculating
Done it , still getting the same error no 5
Done it , still getting the same error no 5
See less