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LQG 2024/10/08 – 18:30 – Beyond Time Series Information: Beta Estimation via Machine Learning – Tizian Otto – at Bloomberg – IP *OLO* Hybrid

LQG 2024/10/08 – 18:30 – Beyond Time Series Information: Beta Estimation via Machine Learning – Tizian Otto – at Bloomberg – IP OLO Hybrid

by LQG

A methodology to approximate a stock’s true unobservable market beta while mitigating systematic biases using machine learning.

LQG 2024/04/23 – 18:30 – Earth, Wind & Fire: Beta, Factors & Alpha – Giulio Renzi-Ricci – at Bloomberg – IP *OLO* Hybrid

LQG 2024/04/23 – 18:30 – Earth, Wind & Fire: Beta, Factors & Alpha – Giulio Renzi-Ricci – at Bloomberg – IP OLO Hybrid

by LQG

Allocating between three fundamental elements of multi-asset portfolio sources of risk: beta, factors, and alpha.

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