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

  • Cynthia Fraser


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.


Stock Price Efficient Frontier Market Index Market Rate Individual Stock 
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Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  1. 1.University of VirginiaCharlottesvilleUSA

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