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发表于 2013-3-31 13:12 | 只看该作者

Macroeconomic Model

derived, always

Hi does the intercept on the macro model always have to be derived from APT or can you use CAPM?

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发表于 2013-3-31 13:12 | 只看该作者

i think both can be used but the APT would make the most sense since the APT is also a multi-factor model.

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发表于 2013-3-31 13:12 | 只看该作者

Yeah cos in a q on on one of the mocks is uses APT but I was sure you could use either. But CAPM is not one of the answers to chose APT.

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