In my prior post, I explain why I am averse to regression betas - the high standard errors of the estimates, the backward-looking nature of the estimates and the loss of intuitive feel for risk. In this post, I would like to look at alternatives that are offered to regression betas, with an eye towards making better estimates:
Alternatives to Regression Betas
Alternatives to Regression Betas
Alternatives to Regression Betas
In my prior post, I explain why I am averse to regression betas - the high standard errors of the estimates, the backward-looking nature of the estimates and the loss of intuitive feel for risk. In this post, I would like to look at alternatives that are offered to regression betas, with an eye towards making better estimates: