RDP 9802: Systematic Risk Characteristics of Corporate Equity Equation (4)

r it = γ it + β it r mt + ε it MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOCamaaBaaaleaacaWGPbGaamiDaaqabaGccqGH9aqpcqaHZoWzdaWgaaWcbaGaamyAaiaadshaaeqaaOGaey4kaSIaeqOSdi2aaSbaaSqaaiaadMgacaWG0baabeaakiaadkhadaWgaaWcbaGaamyBaiaadshaaeqaaOGaey4kaSIaeqyTdu2aaSbaaSqaaiaadMgacaWG0baabeaaaaa@4A26@