Corporate Finance (12th Edition)
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Systematic risk is a non-diversifiable risk, ... more
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The APT application considers multiple factors ... more
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Among the risk factors considered, risk premium on... more
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The k-factor model relies on multiple systematic ... more
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Arbitrage pricing theory does not give any ... more
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The one-factor model and CAPM are quite similar as... more
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Portfolio return in terms of factor model is the ... more
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Data mining is the process of selecting the ... more
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The base should consist of similar composition for... more
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9.90% ; Determine the surprise in the GNP (FGNP) ... more
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The expressions of the portfolio: The return of ... more
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Value of factor F1 = 6.49%Value of factor F2= 5.64... more
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The beta of the risk premium is expected to be ... more
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The regressions show the approximate variation in ... more
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The beta coefficients of the mutual funds are ... more
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The value of alpha is zero at the time of market ... more
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Based on the risk of each fund, the estimates ... more