TY - JOUR T1 - Practical Applications of The Drivers of Predicted Beta JF - Practical Applications SP - 1 LP - 4 DO - 10.3905/pa.2015.2.4.103 VL - 2 IS - 4 AU - Jackson Wang AU - Jose Menchero A2 - Goyal, Gauri Y1 - 2015/04/30 UR - https://pm-research.com/content/2/4/1.9.abstract N2 - The Drivers of Predicted Beta Jackson Wang Jose Menchero Do portfolio managers know what’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. ER -