HOME >Sophisticated Bad Habits in Portfolio Construction – Rolling Beta

Posted on 06 06, 2016 in Series: Sophisticated Bad Habits in Portfolio Construction

In the first post of the series: “Sophisticated Bad Habits,” in which biases and dogmas in portfolio construction are examined critically, Sorina Zahan tackles rolling beta – a purportedly sophisticated risk metric that, in fact, is deeply flawed. The following slideshow contains excerpts from a presentation given by Sorina at GAIM 2013 in Monaco.