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Estimating the Dynamics of Mutual Fund Alphas and Betas
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A 30 page paper discussing influence of alpha and beta relative to mutual funds. The approach of this paper is conceptual rather than practical or mathematical. It reviews current and historic literature and components necessary to producing alpha. Among these are the efficient markets hypothesis, alpha, beta and the capital asset pricing model. In terms of estimating the dynamics between alpha and beta, despite the drive to generate, sustain and revel in alpha, it can be cautiously predicted with beta and the CAPM. Bibliography lists 50 sources.
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Pages:
30
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Filename:CC6_KSstkAlpBeta.rtf |
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Paper Title:
Estimating the Dynamics of Mutual Fund Alphas and Betas
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