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What is Size Risk Premium in Asset Pricing about?

This document summarizes key concepts in portfolio theory and asset pricing models. It discusses measuring risk and return, diversification, beta, the Capital Asset Pricing Model (CAPM), and the Arbitrage Pricing Theory (APT). The CAPM holds that the expected return of an asset is determined by its beta, or systematic risk relative to the market. However, empirical tests have found issues with the CAPM and other factors may also influence returns. The APT is a more general model but does not specify the fac

Author

nneiroukh2218

Language

EN