In the CAPM, one of the assumptions is that investors have common (homogeneous) beliefs about the return

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In the CAPM, one of the assumptions is that investors have common (homogeneous)

beliefs about the return distribution of assets. What is the common assumption about the asset return generating process in the APT theory?

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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

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Question Posted: Mar 03, 2024 02:00 AM

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In the CAPM, one of the assumptions is that investors have common (homogeneous) beliefs about the return

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Answer In the Arbitrage Pricing Theory APT the common assumption about the asset return generating p...View the full answer

Investment Valuation And Asset Pricing Models And Methods

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