APT Arbitrage Pricing Theory

美 [æpt ˈɑːrbɪtrɑːʒ ˈpraɪsɪŋ ˈθiːəri]英 [æpt ˈɑːbɪtrɑːʒ ˈpraɪsɪŋ ˈθɪəri]
  • 网络套利定价理论
APT Arbitrage Pricing TheoryAPT Arbitrage Pricing Theory
  1. As a kind of management instrument that can quantify security investment risk , APT ( Arbitrage Pricing Theory ) can be used to measure the price of risky assets when market is in Equilibrium .

    套利定价理论(APT)是一种证券投资风险的量化管理工具,是度量市场均衡时风险性基础资产的定价问题的理论。