The APT itself does not provide information on the factors that one might expect to determine risk

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The APT itself does not provide information on the factors that one might expect to determine risk premiums. How should researchers decide which factors to investigate?

Is industrial production a reasonable factor to test for a risk premium? Why or why not?

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Essentials Of Investments

ISBN: 9780697789945

8th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Question Posted: Jul 26, 2024 09:02 AM

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The APT itself does not provide information on the factors that one might expect to determine risk

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Essentials Of Investments

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