Publications
Publications
- January 2007
Multifactor Models
By: Malcolm P. Baker
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.