Synthetic Beta with Monte Carlo
A new method for approximating the beta coefficient in investment projects is proposed, using a simulation model of expected returns to determine the project's market beta when the risk-return relationship is unobservable.
Featured in No. 40 on 13 Mar 2024 · 26 days after release
- Released
- 16 Feb 2024
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4754578
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