Revision as of 08:20, 20 November 2004 edit Chrisvls (talk \| contribs) Extended confirmed users 3,103 edits m →Expected beta ← Previous edit		Revision as of 18:40, 30 November 2004 edit undo CSTAR (talk \| contribs) Extended confirmed users 8,870 edits Risk free asset Next edit →
Line 48: :: Oh, I'd absolutley agree about it as a statement of practice. I thought that it currently reads like a criticism of the abstract theory itself, claiming the CAPM nonsensically requires you to mix past and future. In practice, there are tons of historical calculations of beta, but only a few proprietary models for predicting beta (see Barra, who sells both [http://www.barra.com]]).(Indeed, all theories tell you to focus on good estimates of the future for all modeled parameters, but in practice, detailed analysis of past perfomance gets a lot of weight.) [[User:Chrisvls\|Chris vLS]] 08:17, 20 Nov 2004 (UTC) == Risk free asset == If you're going to change notation for rf, change it everywhere. [[User:CSTAR\|CSTAR]] 18:40, 30 Nov 2004 (UTC)

Talk:Modern portfolio theory: Difference between revisions