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risk-adjusted-asset-returns

  1. David Harper CFA FRM

    P1.T1.20.10. Multifactor models of risk-adjusted asset returns

    Learning objectives: Explain the arbitrage pricing theory (APT), describe its assumptions and compare the APT to the CAPM. Describe the inputs (including factor betas) to a multifactor model. Calculate the expected return of an asset using a single-factor and a multifactor model. Explain models...
    • David Harper CFA FRM
    • Thread
    • arbitrage-pricing-theory capital-asset-pricing-model expected-return factor-betas fama-french-model multifactor-models risk-adjusted-asset-returns single-factor-model
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