A capital asset pricing model (CAPM) created by Robert Merton to include additional variables such as macroeconomic risks. The variables are factors that include the portfolio prices. Multifactor CAPM does not compare the relative risk of each factor, but it does consider systemic risks.
Related information about multifactor CAPM:
- Multifactor CAPM - Financial Dictionary - The Free Dictionary
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 ...
- APT vs Multifactor CAPM | Bionic Turtle
Hi David, I was wondering if there was a way to easily describe the difference between the two models. The general idea behond them seems ...
- What is multifactor CAPM? definition and meaning
Definition of multifactor CAPM: A capital asset pricing model (CAPM) created by Robert Merton to include additional variables such as macroeconomic risks.
- Multifactor CAPM
Similar financial terms. CAPM The capital asset pricing model (CAPM) is an equilibrium theory that relates the expected return of an asset to its market risk.
- Multifactor CAPM Definition - NASDAQ.com
Multifactor CAPM: read the definition of Multifactor CAPM and 8000+ other financial and investing terms in the NASDAQ.com Financial Glossary.
- Testing Multifactor Capital Asset Pricing Model in ... - EuroJournals
The test of conditional multifactor CAPM is carried out by specifying conditional ... The results show evidence in support of conditional multifactor CAPM.
- An Empirical and Theoretical Analysis of Capital ... - Bookpump.com
suggested and a multifactor CAPM will be proposed to be tested. Definitions of Terms. Major terms that are frequently used in this study and their operational ...
- Economic Returns and Risks to Investment in Education: An ...
Apr 14, 2011 ... Athanasiadis, Antonios, Economic Returns and Risks to Investment in Education: An Application of the Multifactor CAPM (April, 11 2011).