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apt
(redirected from Arbitrage pricing theory)

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Similarly, the same arbitrage arguments would apply to the Arbitrage Pricing Theory (APT).
Merton H. Miller: our Socrates by Chichti, Jamel E.; Bellalah, Mondher; Mansour, Walid / International Journal of Business
2 The significance of information risk Known pricing models, such as the capital asset pricing model (CAPM), consumption-based CAPM and arbitrage pricing theory (APT), all build on investors having symmetric information about expected return and risk for all assets in the market.
Is the market microstructure of stock markets important? by Naes, Randi; Skjeltorp, Johannes / Economic Bulletin
This text examines both sets of issues and applications to regression models, including arbitrage pricing theory models, covering the testing process for econometric models, testing for block effects, model selection procedures, information criteria and controlled information criteria for model selection, the arbitrage pricing model and model selection for testing the arbitrage pricing theory, and case studies for modeling the risk premium of listed stocks.
Econometric Analysis of Model Selection and Model Testing by Reference & Research Book News
 
 
 
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