Documents Asset Pricing Zheng Zhenlong Chapter 9: Factor pricing models.

Slide 1Asset Pricing Zheng Zhenlong Chapter 9: Factor pricing models Slide 2 Asset Pricing Zheng Zhenlong Contents Introduction CAPM ICAPM Comments on the CAPM and ICAPM…

Documents Chapter 9: Factor pricing models

Factor pricing models Chapter 9: Factor pricing models Asset Pricing Zheng Zhenlong 1 Contents Introduction CAPM ICAPM Comments on the CAPM and ICAPM APT APT vs. ICAPM Asset…