Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

When analyzing a portfolio manager using the Fama French model, which of the following is true about alpha? A, is not important because the manager

When analyzing a portfolio manager using the Fama French model, which of the following is true about alpha?

A, is not important because the manager could be following factor strategies

B, if statistically significant, alpha tells you about the manager's skill

C, requires a p-value of over .2 to be useful

D, None of the other answers

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Promoting Microfinance Challenges And Innovations In Developing Countries And Countries In Transition

Authors: R. Manos , J. Gueyie, J. Yaron

1st Edition

1137034904, 1137034912, 9781137034908, 9781137034915

More Books

Students also viewed these Finance questions