|
|
One factor APT |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
One factor APTA 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 MatchesFactor movementFactor movementInternational factor movement. Net benefit to leverage factorNet benefit to leverage factorA 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 shareFactor shareThe fraction of payments to value added in an industry that goes to a particular primary factor. Scarce factorScarce factorThe 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 factorRisk factorIn 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 SuggestionsConversion factorsCommon 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 |
|
|
|