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Beta Replication Challenges

The article discusses the challenges of trendfollowing investment strategies, suggesting replication of a broad index of funds as a solution, but warns of risks from regression-based replication.

Featured in No. 71 on 23 Oct 2024 · 8 days after release

Released
15 Oct 2024
First featured
No. 71 · 23 Oct 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
205
Identifier
SSRN 4990063

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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