Economics, Econometrics and Finance
8 years ago

New investment theory revolutionizes stock market predictions and risk management.

Investment Analysts Journal
Investment Basics: XXXIV. The arbitrage pricing theory
Paul Van Rensburg

Paper Summary

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The arbitrage pricing theory (APT) is a model developed by Stephen Ross in the 1970s as an alternative to the capital asset pricing model (CAPM). APT is more flexible and allows for multiple risk factors to influence stock returns. The main challenge lies in identifying these risk factors.