Question: Which model works best CAPM, 3 Factor, 5 or 6 Factor? Discuss predictive model selection criteria including R2. Do F tests and discuss restricted vs

Which model works best CAPM, 3 Factor, 5 or 6 Factor? Discuss predictive model selection criteria including R2. Do F tests and discuss restricted vs unrestricted models. Which model do you choose? What is AIC and what does it choose? BIC ? What does it choose?(could you explain each benefit of capm 3, factor 5 or fatcor 6? and explain the restricted and unrestricted models? Also explain what is aic and Bic what are they choose)

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