Home > Term: Multifactor CAPM
Multifactor CAPM
A version of the capital asset pricing model derived by Robert Merton that includes extra-market sources of risk referred to as factors. Related: arbitrage pricing theory
- Μέρος του λόγου: noun
- Κλάδος/Τομέας: Financial services
- Category: General Finance
- Company: Bloomberg
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Δημιουργός
- Jessehe
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