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
- Del af tale: noun
- Branche/domæne: Financial services
- Category: General Finance
- Company: Bloomberg
0
Ophavsmand
- Jessehe
-
(V.I.P) 32013 points - 40.13% positive feedback
