equity-beta

  1. Nicole Seaman

    YouTube T3-07: Futures contracts to neutralize (or alter) equity beta

    Dollar beta adds (or subtracts), so we neutralize beta by offsetting dollar beta which is portfolio value multiplied by portfolio beta; or, for the hedge, dollar beta is number of contracts multiplied by notional value per contract (assuming S&P index futures contract with beta ~ 1.0). David's...
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