Documents Dual Beta Model Ho Ken Jom, Li Wenru, Zhang Jian Department of Mathematics, NUS, 14 March 2011.

Slide 1 Dual Beta Model Ho Ken Jom, Li Wenru, Zhang Jian Department of Mathematics, NUS, 14 March 2011 Slide 2 The Reference Paper Does beta react to market conditions? Estimates…

Documents Dual Beta Model

Dual Beta Model Ho Ken Jom, Li Wenru, Zhang Jian Department of Mathematics, NUS, 14 March 2011 The Reference Paper Does beta react to market conditions? Estimates ‘bull’…