pricing by arbitrage
1Arbitrage — For the upcoming film, see Arbitrage (film). Not to be confused with Arbitration. In economics and finance, arbitrage (IPA: /ˈɑrbɨtrɑːʒ/) is the practice of taking advantage of a price difference between two or more markets: striking a… …
2Arbitrage pricing theory — (APT), in finance, is a general theory of asset pricing, that has become influential in the pricing of shares. APT holds that the expected return of a financial asset can be modeled as a linear function of various macro economic factors or… …
3Arbitrage Pricing Model — Die Arbitragepreistheorie oder englisch Arbitrage Pricing Theory (APT) beschreibt eine Methode für die Bestimmung der Eigenkapitalkosten und die erwartete Rendite von Wertpapieren. Sie wurde maßgeblich von Stephen Ross entwickelt. Ross verwendete …
4Arbitrage Pricing Theory — Die Arbitragepreistheorie oder englisch Arbitrage Pricing Theory (APT) beschreibt eine Methode für die Bestimmung der Eigenkapitalkosten und die erwartete Rendite von Wertpapieren. Sie wurde maßgeblich von Stephen Ross entwickelt. Ross verwendete …
5arbitrage pricing model — noun An asset pricing model using one or more common factors to price returns. With only one factor, representing the market portfolio, it is called a single factor model. With two or more factors, it is called a multifactor model. See Also:… …
6Arbitrage Pricing Theory - APT — An asset pricing model based on the idea that an asset s returns can be predicted using the relationship between that same asset and many common risk factors. Created in 1976 by Stephen Ross, this theory predicts a relationship between the… …
7arbitrage pricing theory — noun A theory of asset pricing serving as a framework for the arbitrage pricing model …
8Arbitrage Pricing Theory (APT) — An alternative model to the capital asset pricing model developed by Stephen Ross and based purely on arbitrage arguments. The New York Times Financial Glossary …
9arbitrage pricing theory — ( APT) An alternative model to the capital asset pricing model developed by Stephen Ross and based purely on arbitrage arguments. The APT implies that there are multiple risk factors that need to be taken into account when calculating risk… …
10arbitrage pricing theory — APT A model proposed by Stephen Ross in 1976 for calculating security returns in terms of the arbitrage free condition It is an alternative to the capital asset pricing model (CAPM). APT assumes a number of different systematic risk factors… …
