Question
Why is forecasting factor premiums necessary? Why doesnt this same logic apply to factor exposures?
Why is forecasting factor premiums necessary? Why doesnt this same logic apply to factor exposures?
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Forecasting factor premiums is necessary in the field of finance particularly in asset pricing models such as the Capital Asset Pricing Model CAPM Fam...Get Instant Access to Expert-Tailored Solutions
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Dynamic Business Law
Authors: Nancy Kubasek, M. Neil Browne, Daniel Herron, Lucien Dhooge, Linda Barkacs
6th Edition
1260733971, 978-1260733976
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