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Folder: models

11 items under this folder.

  • Apr 11, 2026

    Arbitrage Pricing Theory (APT)

    • theoretical
    • multi-factor
    • risk-model
  • Apr 11, 2026

    Mispricing Factors Model

    • behavioral
    • risk-model
    • empirical
  • Apr 11, 2026

    q-Factor Model

    • investment
    • profitability
    • risk-model
    • theoretical
  • Apr 10, 2026

    Capital Asset Pricing Model (CAPM)

    • capm
    • theoretical
    • market-risk
  • Apr 10, 2026

    Carhart Four-Factor Model

    • carhart
    • momentum
    • ff3
  • Apr 10, 2026

    Fama-French Five-Factor Model

    • ff5
    • value
    • size
    • profitability
    • investment
  • Apr 10, 2026

    Fama-French Three-Factor Model

    • ff3
    • value
    • size
    • market-risk
  • Apr 10, 2026

    Liquid Factor Models

    • return-based
    • liquid
    • multi-asset
    • hedging
  • Apr 10, 2026

    MAC3 Global Equity Risk Model

    • risk-model
    • commercial
    • bloomberg
  • Apr 10, 2026

    MSCI Barra Global Equity Models (GEM)

    • risk-model
    • commercial
    • msci
    • holdings-based
  • Apr 10, 2026

    Two Sigma Factor Lens (Venn)

    • return-based
    • commercial
    • two-sigma
    • multi-asset

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