微观经济（经济数学）中有个讨论Beta的Consistency的，我发表了自己观点，由于可能涉及到较为深入的问题，所以Copy到这里，绝不是为了分数，请大家讨论

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Hi, I worked in Mutual Fund and have been worked in these fields more than 4 years

In my experience, Beta is now good to describe market risk for the following reason:

it is not steady. for example the demension you used, 40 trading daily data? 5 years monthly data?

the second, moving Beta or Unique one?

Our Market Beta stays in one narrow range{0.7-1.2}.

Your Problem is that you used stable process, but the data are not, it is the KEY of your problem.

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关键词：Consistency 经济数学 微观经济 COPY beta 数学 微观经济 CAPM beta Consistency

请问楼主！你是要讨论什么？

那么你觉得用什么指标度量股市的风险？

如果是用波动性，那只能凸显个股在一定时间范围内的风险，而且还不能将股市同各股的关系放映出来。

the second, moving Beta or Unique one