Publications
Publications

Multifactor Models

By: Malcolm P. Baker
  • Format:Print
  • | Pages:12
ShareBar

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
More Publications

More from the Author