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With an illustration relating to investment risk.
ABSTRACT:
Suppose you are interested in estimating the slope of a line fitted to
data points. How should you fit the line if you want to treat each
variable on the same basis? Least squares regression is inappropriate here
since it's purpose is the prediction of one of the variables; furthermore
it provides a different slope estimate if the variables are switched. I
shall present a method which gives a unique slope and line, and which is
invariant to changes in units of measurement. This neutral fitting method
is also of use if one is estimating scientific law-like relationships. The
extension to multiple variables will also be discussed.
By way of illustration I apply the method to the estimation of beta in
finance. An investment that has a beta exceeding unity is classified as
'aggressive', whereas a value below unity classifies it as 'defensive'.
More generally, beta values are used to rank investments for risk
purposes. We use real data to illustrate the changes in risk rankings that
are implied by our estimator. We find that formerly defensive single
stocks generally need to be re- classified as aggressive.
Speaker(s): |
Dr Chris Tofallis | talks |
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Date and Time: |
19 May 2004 at 4:30 pm |
Duration: | 1 hour 30 minutes |
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Venue: |
Middlesex University Business School |
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Tickets: |
None |
Available from: |
No purchase necessary, however, please email to book a place: |
Additional Information: |
BRIEF BIOGRAPHY |
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