Business, 12.03.2020 20:14, emmaja121003

Which of the following statements is false?

A) Because expected returns are not easy to estimate, each portfolio that is added to a multifactor model increases the difficulty of implementing the model.
B) The FFC factor specification was identified a little more than ten years ago. Although it is widely used in academic literature to measure risk, much debate persists about whether it really is a significant improvement over the CAPM.
C) A trading strategy that each year short sells portfolio S (small stocks) and uses this position to buy portfolio B (big stocks) has produced positive risk adjusted returns historically. This self-financing portfolio is widely known as the small minus big (SMB) portfolio.
D) The self-financing portfolio made from high minus low book-to-market stocks is called the high-minus-low (HML) portfolio.

Answers: 2

Show answers

Other questions on the subject: Business

Business, 21.06.2019 22:20, mistytownsend1952

Outstanding stock consists of 8,300 shares of cumulative 7% preferred stock with a $10 par value and 4,300 shares of common stock with a $1 par value. during the first three years of operation, the corporation declared and paid the following total cash dividends. year dividend declared 2016 $ 0 2017 $ 7,300 2018 $ 45,000 the amount of dividends paid to preferred and common shareholders in 2018 is:

Answers: 2

continue

Business, 21.06.2019 22:30, indiareed0orv5ul

What two elements normally must exist before a person can be held liable for a crime

Answers: 1

continue

Business, 22.06.2019 12:30, deedee363

In the 1970s, kmart used blue light specials to encourage customers to flock to a particular department having a temporary sale. a spinning blue light activated for approximately 30 seconds, and then an in-store announcement informed shoppers of the special savings in the specific department. over time, loyal kmart shoppers learned to flock to the department with the spinning blue light before any announcement of special savings occurred. if kmart was employing classical conditioning techniques, what role did the spinning blue light play?

Answers: 3

continue

Business, 22.06.2019 16:00, anonymous1813

Winners of the georgia lotto drawing are given the choice of receiving the winning amount divided equally over 2121 years or as a lump-sum cash option amount. the cash option amount is determined by discounting the annual winning payment at 88% over 2121 years. this week the lottery is worth $1616 million to a single winner. what would the cash option payout be?

Answers: 3

continue

Do you know the correct answer?

Which of the following statements is false?

A) Because expected returns are not easy to...