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Multifactor Models

By: Malcolm P. Baker
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  • | Pages:12
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Abstract

Students evaluate the performance of four mutual funds and compute the cost of capital for two companies using fixed benchmarks, the CAPM, and a multifactor model of returns.

Keywords

Cost of Capital; Performance Evaluation; Business Model; Investment Funds; Investment Return; Motivation and Incentives; Markets

Citation

Baker, Malcolm P. "Multifactor Models." Harvard Business School Exercise 207-056, January 2007.

About The Author

Malcolm P. Baker

Finance
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