@article {Wang1, author = {Jackson Wang and Jose Menchero}, editor = {Goyal, Gauri}, title = {Practical Applications of The Drivers of Predicted Beta}, volume = {2}, number = {4}, pages = {1--4}, year = {2015}, doi = {10.3905/pa.2015.2.4.103}, publisher = {Institutional Investor Journals Umbrella}, abstract = {The Drivers of Predicted Beta Jackson Wang Jose Menchero Do portfolio managers know what{\textquoteright}s really driving beta? While institutional portfolio managers understand the concept of beta from a practical standpoint, little work has been done on what actually drives beta in a stock portfolio, says Jackson Wang, Executive Director at MSCI in San Francisco.In The Drivers of Predicted Beta , published in the Fall 2014 issue of The Journal of Portfolio Management , Wang and co-author Jose Menchero, until recently Managing Director at MSCI, explain their theory of factor beta.In this report, Wang describes their approach and how it can be used to study cross-sectional variations in beta and to identify which factors are most responsible for the variations.}, issn = {2329-0196}, URL = {https://pa.pm-research.com/content/2/4/1.9}, eprint = {https://pa.pm-research.com/content/2/4/1.9.full.pdf}, journal = {Practical Applications} }