The beta tag has no wiki summary.
12
votes
5answers
908 views
is beta of a portfolio always meaningful?
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 ...
1
vote
1answer
628 views
Calculating portfolio allocation beta with different asset classes?
I'd like to calculate portfolio allocation beta on a portfolio that has different asset classes. The portfolio may be made up of:
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-1
votes
0answers
77 views
How to Calculate Cost of Equity using WACC [closed]
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 ...
