To walk through the code and for a thorough description, refer to
A. Meucci, "Common Misconceptions about “Beta” Hedging, Estimation and Horizon Effects"
Last version of code and article available at http://symmys.com/node/165
Attilio Meucci (2023). Common Misconceptions about “Beta” Hedging, Estimation and Horizon Effects (https://www.mathworks.com/matlabcentral/fileexchange/31310-common-misconceptions-about-beta-hedging-estimation-and-horizon-effects), MATLAB Central File Exchange. Retrieved .
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