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  • January 2007
  • Exercise

Multifactor Models

By: Malcolm P. Baker
  • Format:Print
  • | 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.
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About The Author

Malcolm P. Baker

Finance
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More from the Author
  • Leverage and the Beta Anomaly By: Malcolm Baker, Mathias F. Hoeyer and Jeffrey Wurgler
  • Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds By: Malcolm Baker, Daniel Bergstresser, George Serafeim and Jeffrey Wurgler
  • Detecting Anomalies: The Relevance and Power of Standard Asset Pricing Tests By: Malcolm Baker, Patrick Luo and Ryan Taliaferro
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