Multiple Choice
Which one of the following approaches to estimating factor models would employ factors such as unemployment rates, money supply changes, and inflation rates?
A) factor-analysis
B) cross-sectional
C) CAPM
D) time-series
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q34: A multiple-factor model requires the development of
Q35: In a one-factor model, the only correlation
Q36: A choice that is not a major
Q37: One of the basic assumptions of the
Q38: _ or idiosyncratic risk is that portion
Q40: The market model can be shown to
Q41: For a 10-factor model, the analyst must
Q42: Which of the following statements is NOT
Q43: The one-factor return-generating model assumes the correlation
Q44: In a factor model, the variable "B"