In the cross-sectional approach to estimating factor models, the sensitivities of returns to the factors are sometimes referred to as ____.
A) attributes
B) elasticities
C) indexed-weighted
D) market-weighted
Correct Answer:
Verified
Q15: _ is a measure of the responsiveness
Q16: The market model can be shown to
Q17: A _ process is a statistical model
Q18: The assumption that the returns on all
Q19: Sector-factor model is a special kind of
Q21: A cross-sectional forecasting model
A) uses intuition and
Q22: To develop the set of efficient portfolios,
Q23: To calculate the zero-factor from a multiple-factor
Q24: In an efficient portfolio, increased diversification results
Q25: Multiple-factor models assume that several factors are
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