One-factor APT
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Campbell R. Harvey's Hypertextual Finance Dictionary
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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
.
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Campbell R. Harvey
. All Rights Reserved.
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