Arbitrage 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 … Deutsch Wikipedia
Arbitrage 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 … Deutsch Wikipedia
arbitrage pricing theory — noun A theory of asset pricing serving as a framework for the arbitrage pricing model … Wiktionary
Arbitrage 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… … Wikipedia
Arbitrage 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… … Investment dictionary
Arbitrage 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 … Financial and business terms
arbitrage 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… … Financial and business terms
arbitrage 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… … Big dictionary of business and management
Arbitrage Pricing Theory (APT) — 1. Begriff: Kapitalmarkttheoretisches Modell zur Erklärung von Wertpapierrenditen und zur Ableitung von Handlungsalternativen; theoretische Alternative zum ⇡ Capital Asset Pricing Model (CAPM). 2. Grundlagen: Ausgangspunkt ist die Annahme, dass… … Lexikon der Economics
arbitrage pricing theory — APT A model proposed by Stephen Ross in 1976 for calculating returns on securities. It is an alternative to the capital asset pricing model (CAPM). APT assumes a number of different systematic risk factors without, however, definitely identifying … Accounting dictionary