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arbitrage pricing theory

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Financial Dictionary

Arbitrage Pricing Theory - APT

An alternative to the CAPM, APT differs in its assumptions and explanation of risk factors associated with the risk of an asset.

Investopedia Commentary

This is a relatively new theory that predicts a relationship between the returns of portfolio and the returns of a single asset through a linear combination of variables. Sometimes market theories can be as confusing as calculus.

Related Links

Financial Concepts
The Equity Risk Premium - Part 1
The Equity Risk Premium - Part 2

See also: Beta, CAPM

Also spelled: APT

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Financial Dictionary

arbitrage pricing theory

A mathematical theory for explaining security values that holds that the return on an investment is a function of the investment's sensitivity to various common risk factors such as inflation and unemployment.

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
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