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Author Topic: UL Arbitrage Pricing Theory  (Read 3503 times)

Offline gkunalin

UL Arbitrage Pricing Theory
« on: July 21, 2009, 03:43 PM »
Background
CAPM (Capital Asset PRicing Model)
Shortcomings
Arbitrage Pricing Theory (APT)
Assumptions
Arbitrage in Expectations
Arbitrage Mechanism
Practical implications of APT
Case Study
Calculation of E(RGDP)
Final E(R)
Arbitrage Opportunity
CAPM Vs. APT
Strenghts and weaknesses
 
 

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