What is the relationship between the one-factor model and the CAPM? In contrast to the CAPM, the

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What is the relationship between the one-factor model and the CAPM? In contrast to the CAPM, the APT does not indicate which factors are expected to determine the risk premium of an asset. How can we determine which factors should be included?

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Corporate Finance

ISBN: 9780077173630

3rd Edition

Authors: David Hillier, Stephen A. Ross, Randolph W. Westerfield, Bradford D. Jordan, Jeffrey F. Jaffe

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Question Posted: Feb 22, 2024 03:01 AM

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What is the relationship between the one-factor model and the CAPM? In contrast to the CAPM, the

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Corporate Finance

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