Fama and French suggest a four-factor model approach that explains many prior market anomalies.
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Q14: Because the market portfolio is reasonable in
Q15: If the market portfolio is mean-variance efficient,
Q16: There can be only one zero-beta portfolio.
Q17: The CAPM can also be illustrated as
Q18: The existence of transaction costs indicates that
Q20: Securities with returns that lie below the
Q21: The APT assumes that capital markets are
Q22: Two approaches to defining factors for multifactor
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Q24: Findings by Basu that stocks with high
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