Methodology

Multi-Factor Models

A multi-factor model is used to assess what?

The Sharpe ratio of a portfolio and market capitalisation.
The correlation between a portfolio and a market index.
The link between risk and the return of a stock/portfolio.
The link between two or more variables and the return of a stock/portfolio.

A multi-factor model is used to assess what?

The Sharpe ratio of a portfolio and market capitalisation.
The correlation between a portfolio and a market index.
The link between risk and the return of a stock/portfolio.
The link between two or more variables and the return of a stock/portfolio.

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