arbitrage pricing model en · NOUN
Meanings
- An asset pricing model using one or more common factors to price returns. With only one factor, representing the market portfolio, it is called a single factor model. With two or more factors, it is called a multifactor model.
Forms
| Spelling | Features | Labels | Source |
|---|---|---|---|
| arbitrage pricing models | Number=Plur | lexicographic |
Relateds
arbitrage pricing theory · capital asset pricing model
Translations (1)
fi arbitraasihinnoittelumalli (type of asset pricing model)