[求助]:英语文献阅读中,出现的理解障碍.

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Since the large firm portfolio excess returns are relative to an equal-weighted control portfolio (which is more heavily represented by smaller component firms) autocorrelation is induced into the large firm portfolio excess returns by the equal-weighted control portfolio.[注释:Small firm portfolio returns generally exhibit higher autocorrelation than large firm portfolio returns. As evidence, for the period 1963-1979, the daily equal-weighted NYSE-AMEX index has first-order autocorrelation of 0.408, while the daily value-weighted NYSE-AMEX index has first-order autocorrelation of 0.205.]

不知道an equal-weighted control portfolio 和注释中的the daily value-weighted 作何解?本人初看原文文献,尝试翻译,屡有疑惑.希望各位大人解惑.谢谢.

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关键词：文献阅读 英语文献 correlation represented Portfolio 求助 英语 文献 阅读 障碍

对这方面没什么了解，自己看法，是不是前者说权重相同的资产组合，后者说以每日价值加权？仅供参考，希望别误导。