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Niklaus
Sep 13, 2016 7:56 PM
Cyclical vs. Defensive Sector Alpha
FX:NAS100
1
US 100 Index
FXCM
Description
⋅
Sep 13, 2016 7:56 PM
shows mean excess returns of defensive and cyclical sectors vs. S&P500
alpha
defensive
capm
beta
cyclical
Comments
CodedFlow
⋅
Mar 7, 2023 5:16 AM
good luck understand it :)) i can't :))
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