SSRNOther
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).