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can you regress the senator returns against the market returns to strip out the market
by alexandra_cgg 6y ago
can you regress the senator returns against the market returns to strip out the market
- jdikatz 6y agoHi Alexandra, this is a great suggestion! We're still figuring out what the right set of benchmarks for "market" returns are -- right now we use the S&P 500, but are also considering alternatives like passive age-appropriate target date funds and portfolios constructed using Fama-French factor weights. But we will ultimately add a panel that shows abnormal returns for each official as you suggest.