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Lecture Investments (6/e) - Chapter 11: Arbitrage pricing theory and multifactor models of risk and return

Chapter 11, Arbitrage pricing theory and multifactor models of risk and return. In this chapter, we show how such no-arbitrage conditions together with the factor model introduced in Chapter 10 allow us to generalize the security market line of the CAPM to gain richer insight into the risk-return relationship.



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Lecture Investments (6/e) - Chapter 11: Arbitrage pricing theory and multifactor models of risk and return Lecture Investments (6/e) - Chapter 11: Arbitrage pricing theory and multifactor models of risk and return Investment environment, Lecture Investments, Active portfolio management, Capital markets, Arbitrage pricing theory, Multifactor models
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