English term
arbitrage pricing theory
The Arbitrage Pricing Theory provides more flexibility than the CAPM; however, the former is more complex. The inputs that make the arbitrage pricing model complicated are the asset’s price sensitivity to factor n (βn) and the risk premium to factor n (RPn). (Corporate Finance Institute)
Over the years, arbitrage pricing theory has grown in popularity for its relatively simpler assumptions. However, arbitrage pricing theory is a lot more difficult to apply in practice because it requires a lot of data and complex statistical analysis. (Investopedia)
The test's results show that, within the scope of the methodology and data employed, the Arbitrage Pricing Theory (APT) does hold in the very emerging stock market of Thailand, while the CAPM (Capital Asset Pricing Model) fails to do so. (IDEAS)
5 +1 | θεωρία αποτίμησης με εξισορροπητική αγοραπωλησία (αρμπιτράζ) | Nick Lingris |
Jul 7, 2020 22:56: changed "Kudoz queue" from "In queue" to "Public"
Jul 17, 2020 00:55: changed "Stage" from "Preparation" to "Submission"
Jul 20, 2020 01:56: changed "Stage" from "Submission" to "Selection"
Jul 27, 2020 01:54:
Aug 16, 2020 01:54:
Sep 15, 2020 01:54:
Proposed translations
θεωρία αποτίμησης με εξισορροπητική αγοραπωλησία (αρμπιτράζ)
Η θεωρία αποτίμησης με εξισορροπητική αγοραπωλησία (Arbitrage Pricing Theory, APT, Ross-1976-). Είναι ένα υπόδειγμα που βασίζεται στον νόμο της μίας τιμής. Ο νόμος αυτός ορίζει ότι δύο αγαθά που είναι ταυτόσημα δεν μπορούν να πωληθούν σε διαφορετικές τιμές. (Πτυχιακή εργασία)
Something went wrong...