1. Study notes of Bodie, Kane & MarcusBy Zhipeng YanInvestment Zvi Bodie, Alex Kane and Alan J. Marcus Chapter One: The Investment Environment .......................................................................…

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Slide 1Copyright © 2011 Pearson Prentice Hall. All rights reserved. Chapter 13 Investor Behavior and Capital Market Efficiency Slide 2 Copyright © 2011 Pearson Prentice…

Study notes of Bodie, Kane & Marcus By Zhipeng Yan Investment Zvi Bodie, Alex Kane and Alan J. Marcus Chapter One: The Investment Environment .......................................................................…

Slide 11 Multifactor models Arbitrage opportunities and profits The APT: A single factor model –Well-diversified portfolios –Betas and expected returns –The security…

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Lecture Presentation Software to accompany Investment Analysis and Portfolio Management Eighth Edition by Frank K. Reilly & Keith C. Brown Chapter 9 Chapter 9 â Multifactor…

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Lecture Presentation Software to accompany Investment Analysis and Portfolio Management Seventh Edition by Frank K. Reilly & Keith C. Brown Chapter 9 Chapter 9 â Multifactor…