INVESTMENTS_投资学_（博迪BODIE,_KANE,_MARCUS）Chap010_Arbitrage_Pricing_Theory_and_Multifactor_Models_of_Risk_and_Return教材教学课件.pptVIP

CHAPTER 10;Single Factor Model;Single Factor Model Equation;Multifactor Models;Multifactor Model Equation;Multifactor SML Models;Interpretation;Arbitrage Pricing Theory;Figure 10.2 Returns as a Function of the Systematic Factor: An Arbitrage Opportunity;Figure 10.3 An Arbitrage Opportunity;Figure 10.4 The Security Market Line;APT Model;APT and CAPM;Multifactor APT;Two-Factor Model;Two-Factor Model;Where Should We Look for Factors?;Fama-French Three-Factor Model;The Multifactor CAPM and the APT