One factor APT


 

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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

Specific factor

Specific factor

A factor of production that is unable to move into or out of an industry. The term is used to describe both factors that would not be of any use in other industries and -- more loosely -- factors that could be used elsewhere but do not, in the short run, have the time or resources needed to move. See specific factors model. The term seems to come from Haberler (1937).


Factor space

Factor space

A graph in which the axes measure quantities of factors.


Factor-price space

Factor-price space

A graph with factor prices on the axes.


Old line factoring

Old line factoring

Factoring arrangement that provides collection, insurance, and finance for Factoring.


Abundant factor

Abundant factor

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


Further Suggestions

Present value factor
Primary factor
Factor augmenting
Annuity factor
Direct factor content
Factor bias
Footloose factor
earnings factor
Factor content pattern of trade
Direct-plus-indirect factor content
Risk factor
V Vacancy Factor
Multifactor model
Factor endowment
Factor Proportions Model
Common factor
Factor proportions
Factor portfolio
Factor abundance
Factor content
Factor analysis
International factor movement
Factor intensity
Factor price frontier
Single factor model


 
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