Business, 13.03.2020 05:30 josephvcarter

Which of the following statements is false?

A. 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: 3

Show answers

Another question on Business

Business, 22.06.2019 01:30

Standardization is associated with which of the following management orientations? a) ethnocentric orientation b) polycentric orientation c) regiocentric orientation d) geocentric orientation

Answers: 1

Answer

Business, 22.06.2019 01:50

Which statement below best describes george waring's approach to solving the problems of water-borne illness? a. waring is going with his "gut," because he believes that instincts and emotions are the best guides for action. b. waring efficiently and thoroughly lays out the case for why the problems are too large and overwhelming to be solved: people should just move out of cities back to their farms. c. waring has gathered the testimonies of people who live in densely populated areas in order to learn how they themselves have solved their problems. d. waring exhibits the industrial age's increased respect for and reliance on science and the scientific method.

Answers: 1

Answer

Business, 22.06.2019 14:00

Which of the following is not a characteristic of a weak economy? a. a low employment rateb. a high inflation ratec. a decreased gdpd. a high unemployment rate

Answers: 1

Answer

Business, 22.06.2019 19:00

The demand curve determines equilibrium price in a market. is a graphical representation of the relationship between price and quantity demanded. depicts the relationship between production costs and output. is a graphical representation of the relationship between price and quantity supplied.

Answers: 1

Answer

You know the right answer?

Which of the following statements is false?

A. A Because expected returns are not easy t...

Questions