Meaning SECOND PASS REGRESSION: A cross-sectional regression of portfolio returns on betas. The estimated slope is the measurement of the reward for bearing systematic risk during the period analyzed
More terms such as Second pass regression in Dictionary S.
- Definition Simple Linear Regression:
- Examples A regression analysis between only two variables, one dependent and the other explanatory second pass regression definition.
- Definition Saturday Night Special:
- Examples Often used in risk arbitrage. Sudden attempt by one company to take over another by making a public tender offer second pass regression explain.
- Definition Speed:
- Examples Related: Prepayment speed second pass regression what is.
- Definition Strangle:
- Examples an out-of-the-money put option and call option on the same underlying instrument, with the same expiration. Profits are made only if there is a drastic change in the underlying instrument's second pass regression meaning.
- Definition Securities Loan:
- Examples The loan of securities between brokers, often to cover a client's short sale; or a loan secured by marketable securities second pass regression abbreviation.
