Consider the following strategies: a stat arb strategy with no overnight exposure, but significant market exposure intraday. a market timing model which is always long or short the market. etc is ...
I'd like to calculate portfolio allocation beta on a portfolio that has different asset classes. The portfolio may be made up of: ...
How can I calculate the Cost of Equity for a company when I am not given the beta (or enough information to calculate beta) for the company, but I am given the WACC. Question Facts The usual ...