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2024-01-02 19:52? The differences between CAPM and APT: ? CAPM is a one-factor model and APT is a multi-factor model. ? CAPM is a special case of APT. ? APT is often used to decompose the factors' respective contributions to the expected return.中最后APT is often used to decompose the factors' respective contributions to the expected return.如何理解這句話
所屬：FRM Part I > Foundations of Risk Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
黃石助教
2024-01-03 09:18
該回答已被題主采納
同學(xué)你好。這句話其實(shí)就是換了個角度描述APT的因子模型結(jié)構(gòu)，每個因子都會影響到APT模型下的expected return。
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