arbitrage pricing model
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English[edit]
Noun[edit]
arbitrage pricing model (plural arbitrage pricing models)
- (finance) 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.
Related terms[edit]
Translations[edit]
type of asset pricing model
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