Multifactor model assignment problem

A

Aradhana Saha

Consider the following two-factor model for the returns of three stocks:. Assume that the factors and $e_{j}$ have a zero mean, that all the factors have a variance of 0.01 and are uncorrelated, and that var [$e_{a}$] = 0.01, var [$e_{b}$] = 0.04, and var [$e_{c}$] = 0.02.

$r_{a}$ = 0.13 + 6$F_{1}$ + 4$F_{2}$ + $e_{a}$

$r_{b}$ = 0.15 + 2$F_{1}$ + 2$F_{2}$ + $r_{b}$

$r_{c}$ = 0.07 + 5$F_{1}$ - $F_{2}$ + $r_{c}$

Construct one portfolio with $\beta_{1}$ = 0, $\beta_{2}$ = 1, and compute the expected return and risk premia of the portfolio.

I want to confirm if we have to use the formulas $\sum_{a}^{c}w_{i}\beta_{1i}$ = 1, $\sum_{a}^{c}w_{i}\beta_{2i}$ = 0 and $\sum_{a}^{c}w_{i}$ =1 to get the weights. To calculate the risk premia of this particular portfolio do I have to calculate the zero beta portfolio ie $\sum_{a}^{c}w_{i}\beta_{ji}$ = 0 for all betas and compare the return of this with the former?
 

Unreplied Threads

Why does a Van de Graaff generator output a constant voltage

  • John greg
  • Physics
  • Replies: 0
Why is a Van de Graaff generator a current source why does it deliver a constant current regardless of the load? I've seen people say that this is due to the fact the belt delivers the same amount of charges per a period of time,but why would the current flowing through the circuit necessarily be equal to the rate of charge deposition what prevents some of those charges accumulate on the metal globe?

How is a BJT in the active region able to vary collector current without depending on the collector and emitter resistances?

  • Matteo B
  • Physics
  • Replies: 0
I'm currently struggling with the idea of Ic = β x Ib as applied to BJTs. I am not understanding how a relationship like this is possible without accounting for collector and emitter resistances. At a certain base current and collector current, if I had to change the collector resistance, causing no change to the base current, and the transistor remains in the active region, the relation Ic = β x Ib would lead me to believe that the collector current would remain the same, but this obviously cannot be the case. What am I not understanding?

Thank you.

Can I get very high current (1000s of amps) using multi stage op amps?

  • jlaufer
  • Physics
  • Replies: 0
If I wanted to build a power supply that could output 1000s of amps at low voltages, could I do this by using multi-stage op amps? Is this the best way?

Ajuda para fazer o deploy de uma API DDD C# na AWS EC2 [fechada]

Tenho um projeto DDD em C#, o lado do cliente é feito em Flutter:

Atualmente rodamos apenas localmente assim: Repositório do meu projeto

O lado do backend tem essa estrutura: Solution do backend em c#

Eu criei uma instancia da EC2 na AWS e fiz a publicacao dos arquivos assim:

Enviei isso para o meu servidor da AWS

Obs: a pasta deploy contém a WebAPI.

Fiz as configuracoes, mas quando tento acessar dá esse erro:

Error

Eu agradeceria se alguém pudesse me aconselhar como fazer da maneira correta, eu não vi nenhum exemplo na internet de deploy de um projeto em DDD, então agradeceria as dicas.

Imagem extra: Do servidor

O intuito é que o frontend consuma essa API quando estiver publicada corretamente

O comando npm não funciona

  • Rodholfo Garo
  • Technology
  • Replies: 0
Atualizei a versão do NODE hoje, para a versão v20.12.2.!

Agora, ele apresenta um erro quando vou usar o npm!

$ npm install node:internal/modules/cjs/loader:1146 throw err; ^

Error: Cannot find module '../../package.json' Require stack:

  • C:\Users\a\AppData\Roaming\npm\node_modules\npm\lib\cli\validate-engines.js
  • C:\Users\a\AppData\Roaming\npm\node_modules\npm\lib\cli.js
  • C:\Users\a\AppData\Roaming\npm\node_modules\npm\bin\npm-cli.js at Module._resolveFilename (node:internal/modules/cjs/loader:1143:15) at Module._load (node:internal/modules/cjs/loader:984:27) at Module.require (node:internal/modules/cjs/loader:1231:19) at require (node:internal/modules/helpers:179:18) at Object. (C:\Users\a\AppData\Roaming\npm\node_modules\npm\lib\cli\validate-engines.js:8:49) at Module._compile (node:internal/modules/cjs/loader:1369:14) at Module._extensions..js (node:internal/modules/cjs/loader:1427:10) at Module.load (node:internal/modules/cjs/loader:1206:32) at Module._load (node:internal/modules/cjs/loader:1022:12) at Module.require (node:internal/modules/cjs/loader:1231:19) { code: 'MODULE_NOT_FOUND', requireStack: [ 'C:\Users\a\AppData\Roaming\npm\node_modules\npm\lib\cli\validate-engines.js', 'C:\Users\a\AppData\Roaming\npm\node_modules\npm\lib\cli.js', 'C:\Users\a\AppData\Roaming\npm\node_modules\npm\bin\npm-cli.js' ] }

Node.js v20.12.2

Alguém sabe como resolver isso?

tentei limpar o cache com npm cache clean --force, mas deu o mesmo erro!

Hide cursor (and marks) in all windows while using avy or ace-window

I find occasionally hard to read the labels from avy or ace-window when they overlap with the cursor (I have cursor-on-non-selected-window set to t). Same issue with ace-window (even more relevant since many times the cursor is sitting at pos 0). Is there a proper way to hide cursors (and visible-marks) temporarily while using avy or ace-window?

A possibility would be to override the faces while using the commands, but I wonder if there is a more proper approach

Video seems Jittery when i use a image strip

Top