Question: Interpret the coefficients, adjusted R2 and alphas Compare and contrast the results of the constrained and unconstrained regressions. Are there any differences in style identification
Interpret the coefficients, adjusted R2 and alphas Compare and contrast the results of the constrained and unconstrained regressions. Are there any differences in style identification between the two methods? Comment on the style exposure of each fund and what can be inferred about each fund over the sample period
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