Common Misconceptions about “Beta” Hedging, Estimation and Horizon Effects
"Beta" not just the CAPM, "Beta" not on log-returns
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To walk through the code and for a thorough description, refer to
A. Meucci, "Common Misconceptions about “Beta” Hedging, Estimation and Horizon Effects"
Last version of code and article available at http://symmys.com/node/165
Cite As
Attilio Meucci (2026). Common Misconceptions about “Beta” Hedging, Estimation and Horizon Effects (https://www.mathworks.com/matlabcentral/fileexchange/31310-common-misconceptions-about-beta-hedging-estimation-and-horizon-effects), MATLAB Central File Exchange. Retrieved .
Categories
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General Information
- Version 1.0.0.0 (66.5 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
