Examlex
Write the word or phrase that best completes each statement or answers the question.
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R-squares
A statistical measure in finance that represents the proportion of the variance for a dependent variable that's explained by an independent variable or variables in a regression model.
Portfolio Performance
The assessment of how an investment portfolio has done in terms of returns for the risk taken, often compared against benchmarks or goals.
Treynor-Black Model
A special case of the Markowitz model of efficient diversification, derived by assuming returns are generated by the index model.
Residual Variance
The variance of the error terms in a regression model, representing the amount of variation that cannot be explained by the model's inputs.
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