Multiple Choice
A choice that is not a major criterion in the selection of a factor is
A) it should have theoretical justification.
B) it should be measurable.
C) data are current and reliable.
D) if it is statistically significant, use it.
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q31: Multiple-factor models assume that several factors are
Q32: The assumption that the returns on all
Q33: Factor analysis models<br>A) use given sensitivities to
Q34: A multiple-factor model requires the development of
Q35: In a one-factor model, the only correlation
Q37: One of the basic assumptions of the
Q38: _ or idiosyncratic risk is that portion
Q39: Which one of the following approaches to
Q40: The market model can be shown to
Q41: For a 10-factor model, the analyst must