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A Model Commentary: Rising Betas in the US Short-Term Model

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A Model Commentary: Rising Betas in the US Short-Term Model

Mar 1, 2004

Since 2000, there has been an increase in the number of stocks with high predicted betas in the US.  Resulting from changes in the risk characteristics of a few industries, the phenomenon has implications for hedging strategies as well as portfolio diversification.


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  • Edouard Senechal
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