Realized beta and beta equal 1 What does beta look like in the out-of-sample period for [...] By Pat|2011-08-30T10:50:17+02:002011-08-30|Quant finance, R language|2 Comments Read More
The effect of beta equal 1 Investment Performance Guy had a post about beta equal 1. [...] By Pat|2011-08-29T17:04:49+02:002011-08-29|Quant finance, R language, Random portfolios|12 Comments Read More