Mese: Marzo 2022

Asset Pricing Models: A comparative Analysis of CAPM, Fama-French, and APT

Furthermore, it’s possible that real markets don’t always follow the assumptions behind these models, such as investor rationality and the absence of arbitrage opportunities. Researchers are always experimenting with different models and including more elements into asset pricing frameworks, like liquidity risk, credit risk, and ESG considerations, to get around these constraints. Machine learning approaches […]

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