Timeline for Can the net portfolio's beta be different from the sum of long and short betas of the portfolio?
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 26, 2017 at 19:04 | vote | accept | Vandana | ||
| Jul 5, 2016 at 13:15 | vote | accept | Vandana | ||
| Apr 26, 2017 at 19:04 | |||||
| Jul 3, 2016 at 1:02 | answer | added | SRKX | timeline score: 2 | |
| Jul 2, 2016 at 13:26 | comment | added | Alex C | You on the other hand computed the beta for a single portfolio. The final result (the overall beta) should be the same. | |
| Jul 2, 2016 at 13:03 | comment | added | Alex C | Well then, doesn't that just mean that the weight of the long portfolio and the weight of the short portfolio are not [0.50 0.50] , but rather you have more dollars in your long portfolio than in your short? In other words they calculated betas separately for the long portfolio and the short portfolio as if they were independent portfolios. | |
| Jul 1, 2016 at 13:16 | comment | added | Vandana | The source of the table is what I don't have. It's just numbers stating Beta of Long = 1.2 , beta of short = -0.85 and net = 0.6 which isn't the sum of it. | |
| Jul 1, 2016 at 2:05 | comment | added | SRKX | Can you show the table and tell us where it comes from? | |
| Jun 30, 2016 at 21:36 | review | First posts | |||
| Jul 1, 2016 at 10:00 | |||||
| Jun 30, 2016 at 21:34 | history | asked | Vandana | CC BY-SA 3.0 |