---
title: Market Beta Benchmarking
url: https://www.ml-quant.com/papers/ssrn/5013093/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5013093
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013093
featured: 2024-11-13
citations: unknown
topic: Asset Pricing & Factors
---


# Market Beta Benchmarking

The article introduces a new method for comparing market beta estimates to unobserved true betas, applicable to any beta estimate and requiring minimal assumptions about the true asset pricing model.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013093
- Identifier: SSRN 5013093
- Released: 2024-11-07
- First featured: Quant Letter No. 74 (2024-11-13): https://www.ml-quant.com/issues/2024-11-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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