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

Factor movement

Factor movement

International factor movement.


Net benefit to leverage factor

Net benefit to leverage factor

A linear approximation of a number, that enables one to operationalize the total impact of leverage on firm value in the capital market imperfections view of capital structure.


Factor share

Factor share

The fraction of payments to value added in an industry that goes to a particular primary factor.


Scarce factor

Scarce factor

The factor in a country's endowment with which it is least well endowed, relative to other factors, compared to other countries. May be defined by quantity or by price.


Risk factor

Risk factor

In arbitrage pricing theory or the multibeta capital asset pricing model, the set of common factors that impact returns, e.g., market return, interest rates, inflation, or industrial production.


Further Suggestions

Conversion factors
Common factor
Amortization factor
Factor scarcity
Factor Price Equalization Theorem
Factor intensity reversal
Pool factor
Old line factoring
Present value factor
Specific factors model
Annuity factor
Direct-plus-indirect factor content
Factor endowment
Factor-using
Direct factor content
Tariff factory
Factor mobility
Factor augmenting
Factor price equalization
Factor portfolio
Factor proportions
price earnings growth factor
Factor content
Factor Proportions Model
Factor cost


 
All rights Reserved. Do not copy without permission.