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

Abstract

We can use simple linear regression of stock rates of return with a Market index to estimate betas, measures of risk, which are central to finance investment theory.

Keywords

Simple Linear Regression Efficient Frontier Market Index Market Rate Individual Stock 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2009

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