- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 40. Using Multifactor Models
- Subject 3. Multifactor Models: Selected Applications
CFA Practice Question
Multifactor models have applications to ______.
II. risk attribution
III. portfolio construction
IV. strategic investment decisions
I. return attribution
II. risk attribution
III. portfolio construction
IV. strategic investment decisions
Correct Answer: I, II, III, and IV
Factor models have uses in constructing portfolios that track market indexes and in alternative index construction.
User Contributed Comments 0
You need to log in first to add your comment.