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This document discusses several concepts related to portfolio optimization and asset pricing models, including the CAPM, arbitrage, and linear factor models. It provides explanations of key aspects of each concept, such as how the CAPM derives the efficient frontier and the tangency portfolio. It also notes limitations of the CAPM and describes how arbitrage and linear factor models like the APT were developed in response to those limitations. The document aims to explain the theoretical underpinnings and r

Author

Raja S

Language

EN