One factor APT


 

Home
Site Map
Add Term
Search
About Us
Contributors

One factor APT

A special case of the arbitrage pricing theory that is derived from the one-factor model by using diversification and arbitrage. It shows that the expected return on any risky asset is a linear function of a single factor.



One factor APT

Similar Matches

Currency factor

Currency factor

The portion of a rate of return that is due to the currency in which the asset is denominated. The currency factor can be nonzero either because of currency risk or because of expected appreciation or depreciation.


Factor analysis

Factor analysis

A statistical procedure that seeks to explain a certain phenomenon, such as the return on a common stock, in terms of the behavior of a set of predictive factors.


Factor content pattern of trade

Factor content pattern of trade

The trade pattern of a country or the world, focusing on factor content of the goods and services that are traded, as opposed to the commodity pattern of trade.


Factor proportions

Factor proportions

1. The ratios of factors employed in different industries. See factor intensities. 2. The ratios of factors with which different countries are endowed. See factor endowments.


Footloose factor

Footloose factor

A factor that can move easily across national borders, in contrast to one that, due to inclination or constraints, cannot. Footloose factors are sometimes thought to have an advantage in a globalized economy.


Further Suggestions

Factor intensity
Common factor
price earnings growth factor
Factor price
Present value factor
Specific factors model
Total factor productivity
Factor abundance
Factor price frontier
Single factor model
Factor intensity uniformity
Factor endowment
International factor movement
Old line factoring
Primary factor
Specific factor
Factor market
Factor bias
Direct factor content
factoring
Pool factor
earnings factor
Annuity factor
Scarce factor
Factor space


 
All rights Reserved. Do not copy without permission. T4 Innovations Ltd