Multifactor CAPM
(redirected from Multi-Factor Capital Asset Pricing Model)

0.01 sec.

Multifactor CAPM

A version of the capital asset pricing model derived by Robert Merton that includes extra-market sources of risk referred to as factors. Related: arbitrage pricing theory

Multifactor CAPM

A form of the capital asset pricing model that includes macroeconomic risks left out in other versions of the CAPM. These macroeconomic variables are called factors, and are included as the model calculates prices of portfolios. Proponents claim that the multifactor CAPM better accounts for systemic risks and fits data better, while critics contend that the model does not calculate the relative riskiness of each factor compared to other factors.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		Financial browser	?		Full browser	?
Capital Asset Pricing Model CAPM			MR MRO MRQ MS MSB MSCI MSCI EM EMEA Index MSCI Emerging Markets Index MSCI Europe Index MSCI World Index MSRB MT MTL MTN MTNR MU Mubaah'umuumii Muckraker MUD Muddakhar Mugentei Tekisei Iken Mullah Multa sobre resgate antecipado Multi-Currency Line of Credit Multi-Discipline Account Multi-Factor Capital Asset Pricing Model Multi-Fibre Arrangement Multi-Option Financing Facility Multibank Holding Company Multibuyer Multibuyer Policy Multicoded City Multicurrency Clause Multicurrency Loans Multifactor CAPM Multifamily Loan Multifamily Loans multifamily residential property Multilateral Investment Guarantee Agency Multilateral netting system Multilateral Steel Agreement Multilith Multimaturity Bond Multinational Multinational Corporation Multinational Netting Multinational Restructuring Multiperiod Immunization Multiple Multiple Arbitrage Multiple Compression			Multi-Emulator Super System Multi-Energy Gamma Assay System Multi-Engine Command Instrument Rating Multi-Engine Crossover Multi-Engine Instrument Instructor Multi-Engine Land Multi-Entry Visa Multi-Environment Real Time Multi-ethinic groups Multi-ethinic groups Multi-ethinic groups Multi-ethinic groups multi-ethnic Multi-Ethnic Literature of the United States Multi-Ethnic Pediatric Eye Disease Study Multi-Ethnic Placement Act of 1994 Multi-Ethnic Police Multi-Ethnic Student Organization Multi-Ethnic Studies: Europe and the Americas Multi-Ethnic Study of Atherosclerosis Multi-Expansion Descriptor Multi-Experiment Data and Operations Center Multi-Exponentially Generated 4 Multi-Exposure Single Development Multi-Faceted Rasch Analysis Multi-Facility Economic Zone Multi-Factor Authentication Multi-Factor Capital Asset Pricing Model Multi-Factor CAPM Multi-Factor Interaction Model Multi-Factored Evaluation Multi-factorial Multi-factorial Multi-factorial Multi-Family Council Multi-Family Housing Multi-Family Housing Revenue Multi-Family Loan Multi-Family Loans Multi-Family Office Multi-Family Planned Development Multi-family residential Multi-Family Therapy Group Multi-Feature Bayesian Intelligent Tracker Multi-Feedback Reading System Multi-fetal pregnancy Multi-Fiber Arrangement Multi-Fiber Push On Multi-Fibre Arrangement Multi-Filament Polypropylene Multi-Filter Rotating Shadowband Radiometer Multi-Finance Company Multi-Flex Trunk Multi-Flow Real-Time Transport Protocol

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.

Multifactor CAPM (redirected from Multi-Factor Capital Asset Pricing Model)

Multifactor CAPM
(redirected from Multi-Factor Capital Asset Pricing Model)