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Arbitrage Pricing Theory and Multifactor Models of Risk and Return (FRM P1 – Book 1 – Chapter 12)

AnalystPrep 56,920 6 years ago
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For FRM (Part I & Part II) video lessons, study notes, question banks, mock exams, and formula sheets covering all chapters of the FRM syllabus, click on the following link: https://analystprep.com/shop/unlimited-package-for-frm-part-i-part-ii/ *AnalystPrep is a GARP-Approved Exam Preparation Provider for FRM Exams* After completing this reading, you should be able to: - 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. - Describe properties of well-diversified portfolios and explain the impact of diversification on the residual risk of a portfolio. - Explain how to construct a portfolio to hedge exposure to multiple factors. - Describe and apply the Fama-French three-factor model in estimating asset returns.

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