The Treynor-Black model
A) considers both macroeconomic and microeconomic risks.
B) considers security selection only.
C) is nearly impossible to implement.
D) considers both macroeconomic and microeconomic risks and is nearly impossible to implement.
E) considers security selection only and is nearly impossible to implement.

Question

Quizplus · Accepted Answer

The Treynor-Black model considers both macroeconomic and microeconomic risks, integrating them into a portfolio management framework that combines active and passive investment strategies.

The Treynor-Black Model