When developing an equity factor risk model, why is it a good idea to include all of

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When developing an equity factor risk model, why is it a good idea to include all of the return variables (the variables used to calculate stocks’ alphas) as factors in the risk model?

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The Theory And Practice Of Investment Management

ISBN: 9780470929902

2nd Edition

Authors: Frank J Fabozzi, Harry M Markowitz

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Question Posted: Dec 19, 2023 01:35 AM

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When developing an equity factor risk model, why is it a good idea to include all of

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Including all return variables used to calculate stock...View the full answer

The Theory And Practice Of Investment Management

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