An Empirical Investigation of APT Model Being Used in Shenzhen Stock Market; Chapter three analyzes the Arbitrage Pricing Theory(APT) ( APT ) of risk assets. 套利定价理论(APT)在深圳股市的实证检验第三章分析了风险资产的套利定价理论(APT),对套利定价理论(APT)的模型进行了推导。
The factors which obviously influenced the stock return in Chinese stock market are researched from using the arbitrage pricing theory ( APT ) and factor model in this paper. 主要运用套利定价理论(APT)和建立因素模型研究我国股票回报率及相关因素,为股市的分析提供一个新的工具。
C. Arbitrage Pricing Theory(APT) c.套利定价理论(APT)
By applying the Capital Asset Pricing Theory and Arbitrage Pricing Theory(APT), this paper analyses the problem of profit expectation and risk in securities investment analysis. 从资本资产定价理论和套利定价理论(APT)出发,研究了证券投资分析的收益率和风险问题。
Ross proposed arbitrage pricing theory ( APT ), trying to find more suitable for practical pricing models. Ross提出了套利定价理论(APT)(APT),试图找到更适合实际的定价模型。