Excess returns are broken down into two components: residual or systematic. Systematic return is the part that depends upon the benchmark return and is calculated as beta times benchmark excess return.
Related information about systematic return:
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The part of the return dependent on the benchmark return. We can break excess returns into two components: systematic and residual. The systematic return is ...
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Definition of systematic return: Excess returns are broken down into two ... Systematic return is the part that depends upon the benchmark return and is ...
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May 24, 2009 ... Return To Zero off of Somewhere In Between. NOTICE: I do not own the artist's music or the label.
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Abstract. The ability to identify which factors best capture systematic return covariation is central to .... cerned with the sources of systematic return comovement.