N nikko0355 New member Joined Jun 12, 2007 Messages 0 Reaction score 0 May 14, 2008 #1 mulitfactor model– intercept term is APT fundamental factor model – intercept term is….???
R rekooh New member Joined Mar 11, 2008 Messages 0 Reaction score 0 May 14, 2008 #2 fundamental factor model is expected returns with factor sensitivities equivalent to market averages