Peter N.C. Davies

Independent

SCHOLARLY PAPERS

1

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39

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  The implementation of a non-parametric Investment Exposure Analysis system as a robust and customisable alternative to proprietary parametric factor and style analysis.  ”

Scholarly Papers (1)

1.

Partial Natural Beta: An Argument for a ‘Better’ Beta

Number of pages: 8 Posted: 15 Apr 2021 Last Revised: 02 Jun 2021
Peter N.C. Davies
Independent
Downloads 39 (780,491)

Abstract:

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Beta, Regression Analysis, Investment Risk Measurement