Which of the following is correct about factor models? ( )
选项:
A:The number of factors cannot exceed 3.
B:One can use a factor model to break down the total risk of a risky equity asset/portfolio into systematic and unsystematic components.
C:The more factors that a factor model includes, the greater explanatory power it can generates.
D:All factor models need to include the market portfolio as a risk factor.
发布时间:2024-04-10 23:03:20