Yerassyl Assylbekov

3 Questions 4 Answers 0 Followers

Questions related from Yerassyl Assylbekov

Is it necessary to find the risk premium for security specific (micro) factors in Arbitrage Pricing Theory?

In a OLS regression model, to test APT, I realize that I need to find the risk premium for macro factors such as GDP, and exchange rates, etc by subtracting the returns on 3-Months Tbills from...

13 November 2017 4,726 5 View

How to find the best OLS model on R-studio using the "glmulti" or other packages?

Hi. I have more than 20 variables in the OLS regression model and would like to find the best model. By the best I assume it should have the highest possible adjusted R-squared, R-squared...

10 November 2017 1,409 4 View

What security specific factors to choose for Apple in APT model? And, which macro factors would be the most relevant?

I have some macro factors such as the US GDP, Inflation, Foreign Exchange, and global MSCI stock index. Are there going to be reasonable estimates, should I include/exclude something? Also,...

02 November 2017 5,083 4 View