1 The multifactor of a stock or a portfolio is the same as the CAPM if the market return is the only factor in the model ...

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1. The multifactor of a stock or a portfolio is the same as the CAPM ...

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1. The multifactor α of a stock or a portfolio is the same as the CAPM α if the market return is the only factor in the model.

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Quantitative Equity Portfolio Management

ISBN: 9780071459396

1st Edition

Authors: Ludwig B Chincarini, Daehwan Kim

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Question Posted: Oct 24, 2024 07:02 AM

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1. The multifactor of a stock or a portfolio is the same as the CAPM if the market return is the only factor in the model.
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1. The multifactor of a stock or a portfolio is the same as the CAPM ...

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Quantitative Equity Portfolio Management

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