A model in which behavior of asset returns is measured for set of risk factors and market risk is classified as?

Question

A model in which behavior of asset returns is measured for set of risk factors and market risk is classified as?

factorization model
Two factor model
multifactor model
quoted factor model

LohaHridoy

5 views

2025-01-04 04:42

1 Answers

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AhmedNazir · Accepted Answer · 2022-09-01T13:21:41+06:00

AhmedNazir

Answer: Option 3

A model in which behavior of asset returns is measured for set of risk factors and market risk is classified as multifactor model. A multi-factor model is a financial model that employs multiple factors in its calculations to explain market phenomena and/or equilibrium asset prices.

5 views Answered 2022-09-01 13:21