Investment Bodie | Ch 10 Arbitrage Pricing Theory and Multifactor Models of Risk and Return

Multifactor Models: An Overview
Factor Models of Security Returns, A Multifactor Security Market Line
Arbitrage Pricing Theory, Arbitrage, Risk Arbitrage, and Equilibrium, Well-Diversified Portfolios, Betas and Expected Returns, The One-Factor Security Market Line, Individual Assets and the APT, The APT and the CAPM, A Multifactor APT, The Fama-French (FF) Three-Factor Model, Multifactor CAPM and the APT