efficient-market-theory
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P2.T9.20.2. Factor theory: stochastic discount factors
Learning objectives: Describe multifactor models and compare and contrast multifactor models to the CAPM. Explain how stochastic discount factors are created and apply them in the valuation of assets. Describe efficient market theory and explain how markets can be inefficient. Questions...- Nicole Seaman
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- capital-asset-pricing-model efficient-market-theory multifactor-models stochastic-discount-factors valuation-of-assets
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- Forum: FRM® Practice Questions
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P2.T8.701. Multifactor models (Andrew Ang)
Learning objectives: Describe multifactor models, and compare and contrast multifactor models to the CAPM. Explain how stochastic discount factors are created and apply them in the valuation of assets. Describe efficient market theory and explain how markets can be inefficient. Questions...- Nicole Seaman
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- ang capm efficient-market-theory multifactor-models stochastic-discount-factors valuation-of-assets
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- Forum: FRM® Practice Questions