{"description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\u3002\u539f\u984c\u306f\u300cWhich Alpha?\u300d\u3067\u3001\u8457\u8005\u306f\u30a8\u30e2\u30ea\u30fc\u5927\u306eFrancisco Barillas\u3068Jay Shanken\u3002 \u4ee5\u4e0b\u306fSSRN\u7248\u306e\u5192\u982d\u90e8\u3002 Many papers in the empirical literature compare the performance of different models in pricing test assets using metrics like the average absolute \u201calpha\u201d or test results for the zero-alpha restriction. These \u2026","version":"1.0","url":"https://himaginary.hatenablog.com/entry/20151113/Which_Alpha","blog_url":"https://himaginary.hatenablog.com/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20151113%2FWhich_Alpha\" title=\"\u3069\u306e\u30a2\u30eb\u30d5\u30a1\uff1f - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","author_name":"himaginary","height":"190","categories":["\u7d4c\u6e08"],"provider_url":"https://hatena.blog","type":"rich","provider_name":"Hatena Blog","published":"2015-11-13 00:00:00","title":"\u3069\u306e\u30a2\u30eb\u30d5\u30a1\uff1f","image_url":null,"author_url":"https://blog.hatena.ne.jp/himaginary/","width":"100%","blog_title":"himaginary\u2019s diary"}