Lecture 5 APT and Multi Factor Model PPT

Title Lecture 5 APT and Multi Factor Model
Author Qurat Saboor
Pages 35
File Size 711.5 KB
File Type PPT
Total Downloads 33
Total Views 153

Summary

Modern Theory of Finance ACC7009 Lecture 5 Arbitrage Pricing Theory and Multi Factor Models of Risk and Return Dr Mingru Sun Learning Outcomes By the end of this lecture, you will be able to understand:  The arbitrage pricing theory and it’s different and similarity to CAMP.  How can APT be used i...


Description

Modern Theory of Finance ACC7009 Lecture 5 Arbitrage Pricing Theory and Multi Factor Models of Risk and Return Dr Mingru Sun...


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