标题: 【CMA词汇每日一贴】Arbitrage Pricing Theory (APT) [打印本页] 作者: 天堂里的猫 时间: 2013-10-10 09:13 标题: 【CMA词汇每日一贴】Arbitrage Pricing Theory (APT)
Arbitrage Pricing Theory (APT) ： A framework for analyzing the relationship between risks and rates of return on securities, especially common stocks. It asserts that the risk elements that influence returns on securities include (1) inflation, (2) industrial production, (3) risk premiums, and (4) the slope of the term structure of interest rates.