Second pass regression

The financial definition for 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.

Similar Matches

First pass regression

First pass regression
A time series regression to estimate the betas of securities portfolios.

Linear regression

Linear regression
A statistical technique for fitting a straight line to a set of data points.

Multiple regression

Multiple regression
The estimated relationship between a dependent variable and more than one explanatory variable.

Further Suggestions

Regression analysis
Regression coefficient
Regression equation
Regression toward the mean
Simple linear regression

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Second pass regression
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