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For a mutual fund - if jensen's alpha keeps increasing with time, then how does beta of the mutual fund get impacted with time?

If you add or subtract a fixed number to the all of the portfolio returns and regress them against the market returns, you will get the same alpha value as before shocked the portfolio returns.

answered Nov 20 at 23:14

Charles Fox

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Tag Info

New answers tagged volatility

For a mutual fund - if jensen's alpha keeps increasing with time, then how does beta of the mutual fund get impacted with time?

Tag Info

New answers tagged volatility

For a mutual fund - if jensen's alpha keeps increasing with time, then how does beta of the mutual fund get impacted with time?

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