tag:blogger.com,1999:blog-2568941354104807757.post6979255595346259968..comments2023-10-05T09:07:24.225-04:00Comments on Investment Performance Guy: Risk periodicity revisitedDave Spauldinghttp://www.blogger.com/profile/01777929408680234896noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-2568941354104807757.post-21611759523582737342009-11-02T14:55:46.717-05:002009-11-02T14:55:46.717-05:00I think people providing risk/stat/characteristics...I think people providing risk/stat/characteristics need to KNOW the following before their presentation.<br /><br />For example, portfolio BETA could be calculated in various ways: using linear reqression, covariance variance, and weighted portfolio average of security beta. What does BETA mean? Will it depend of the followings:<br />The equation/method used to generate the results<br />The frequency of the data used to calculate<br />The data source usedAnonymousnoreply@blogger.com