Tag: Kenneth R
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Discuss, with reference to an empirical study, the applicability of APT for estimating excess stock returns. Please note that there are no limitations on the year of the year.
FN585: Financial Modelling and Dealing Task: to estimate the excess returns on a stock of your choice applying the Arbitrage Pricing Theory (APT). Aim: to evaluate your understanding of financial theory to transform data into correct form, to model financial relationships and correctly interpret the findings. The analysis of the results is the most important…