arbitrage pricing theory中文什么意思

套汇定价理论

套利定价理论

• arbitrage:    n. 1.〔古语〕裁判；仲裁。 2. ...
• price:    n. 1.价格，价钱；市价；代价；费 ...
• theory:    n. 1.理论，学理，原理。 2.学 ...

例句与用法

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1. Arbitrage pricing theory
   套利定价理论
2. 24of course , the market portfolio may turn out to be one of the factors , but that is not a necessary implication of arbitrage pricing theory
   24当然，市场投资组合可能会是因素之一，但是那不是套利定价理论的一个必需的潜台词。
3. Like the capital asset pricing model , arbitrage pricing theory stresses that expected return depends on the risk stemming from economywide influences and is not affected by unique risk
   如同资本资产定价模型，套利定价理论强调期望回报率取决于经济体影响造成的风险而且不受独有风险的影响。
4. Then sharpe , linter , mossion and ross , etc . developed markowitz ' s mean - variance model , leaded to standard investment models like capital asset pricing model ( capm ) , single - index model and arbitrage pricing theory ( apt )
   后经sharpe , litner , mossion和ross等人发扬光大,提出了capm , apt等标准投资模型,完成了资本资产定价的问题。
5. Arbitrage pricing theory doesn ' t tell us what the underlying factors are ? unlike the capital asset pricing model , which collapses all macroeconomic risks into a well - defined single factor , the return on the market portfolio
   套利定价理论没有告诉我们潜藏的因素是什么?不象资本资产定价模型，将所有宏观经济风险塌缩于一个充分定义的单一因素，市场投资组合的回报率。

百科释义

In finance, arbitrage pricing theory (APT) is a general theory of asset pricing that holds that the expected return of a financial asset can be modeled as a linear function of various macro-economic factors or theoretical market indices, where sensitivity to changes in each factor is represented by a factor-specific beta coefficient. The model-derived rate of return will then be used to price the asset correctly - the asset price should equal the expected end of period price discounted at the rate implied by the model.