What are the main macroeconomic variables used in practice

Reference no: EM13923956

• What are the steps necessary in developing a usable multifactor model?

• What are the two primary approaches employed in defining common risk factors?

• What are the main macroeconomic variables used in practice as risk factors?

• What are the main security characteristic-oriented variables used in practice as risk factors?

• How can multifactor models be used to identify the investment "bets" that an active portfolio manager is making relative to a benchmark?

• How are multifactor models used to estimate the expected risk premium of a security or portfolio?

Reference no: EM13923956

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