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The Arbitrage Pricing Theory and Multifactor Models of Risk The Arbitrage Pricing Theory and Multifactor Models of Risk

The Arbitrage Pricing Theory and Multifactor Models of Risk - PowerPoint Presentation

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Uploaded On 2015-10-19

The Arbitrage Pricing Theory and Multifactor Models of Risk - PPT Presentation

PV Viswanath For a First Course in INvestments Learning Goals 2 Why do we need multifactor models How are the multifactor models grounded in the CAPMAPT What is the APT How does the APT differ from the CAPM ID: 166138

portfolio market return model market portfolio model return capm risk portfolios factor assets models apt stocks returns expected average

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