Tag Archives: Market factor

Arbitrage Pricing Theory (APT)

Posted on January 2, 2023 by Youssef LOURAOUI

Arbitrage Pricing Theory (APT) In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the concept of arbitrage portfolio, a pillar concept in asset pricing theory. This article is structured as follows: we present an … Continue reading →

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Passive Investing

Posted on November 21, 2021 by Youssef LOURAOUI

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of passive investing. This article will offer a concise summary of the academic literature on passive investment. After that, we’ll discuss the … Continue reading →

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Origin of factor investing

Posted on September 12, 2021 by Youssef LOURAOUI

Origin of factor investing In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the origin of factor investing. A factor is defined as a persistent driver that helps explain assets’ long-term risk and return … Continue reading →

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Capital Asset Pricing Model (CAPM)

Posted on September 6, 2021 by Jayati WALIA

Capital Asset Pricing Model (CAPM) In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents the Capital Asset Pricing Model (CAPM). Introduction The Capital Asset Pricing Model (CAPM) is a widely used metrics … Continue reading →

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