EPISODE · Apr 16, 2026 · 7 MIN
Multi-Factor Models Beyond Beta
from Asset Pricing Models in Modern Finance · host Ahmad Virk
This article explores multi-factor models, from Fama-French’s size and value factors to Carhart’s momentum and newer quality/low-volatility factors. It explains how these models better capture cross-sectional stock returns, the empirical evidence against CAPM, and the rise of factor investing in quantitative finance.
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This episode was published on April 16, 2026.
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