arbitrage pricing theory (apt) 中文意思是什麼
arbitrage pricing theory (apt)
解釋
套利定價理論-
The thesis, somehow, is a summary, which expounds the main contents of traditional portfolio theory ( tpt ) and mpt, also gives a comparison between tpt and mpt ; analyses two aspects of markowitz theory, one is the effects of risk disperses and the demonstration, the other is how to make an optimal portfolio strategy ; researches into capital assets pricing model ( capm ), factor model ( fm ) and arbitrage pricing theory ( apt ) respectively in three parts ; studies another two parts, one is the premise of mpt, which is the efficient market hypothesis ( emh ), the other analyses the behavior finance theory ( bft ) produced in the background of challenging and querying to emt and capm. the thesis finally discusses the researching and applying prospects of mpt in china
論文對現代資產組合理論與傳統資產組合理論分別進行了分析，並對兩者進行了比較研究，對馬克維茨的均值? ?方差理論從資產組合風險分散效應和最優資產組合選擇兩方面進行了重點分析，對資本資產定價模型、因素模型、套利定價理論進行了一定深度的分析和研究，對現代資產組合理論的前提假設? ?有效市場理論及在對有效市場理論和資本資產定價模型形成挑戰和質疑背景下提出的行為金融理論進行了論述，論文最後分析了現代資產組合理論在我國的研究及其應用的廣闊前景。 -
Then sharpe, linter, mossion and ross, etc. developed markowitz ' s mean - variance model, leaded to standard investment models like capital asset pricing model ( capm ), single - index model and arbitrage pricing theory ( apt )
后經sharpe ， litner ， mossion和ross等人發揚光大，提出了capm ， apt等標準投資模型，完成了資本資產定價的問題。 -
At present, the dominant pricing theories both an home and abroad are capital assets pricing model ( capm ) and arbitrage pricing theory ( apt ) = the inference about these pricing theories is all from the perspective of the side of demand, which may give an impression of losing contact with reality
目前國內外居主流地位的定價理論是資本資產定價理論（ capm ）和套利定價理論（ apt ） 。這些定價理論的推導都是從需求方的角度考慮的，總使人有脫離實際之感，本文提出了從供給方和有效市場理論的角度去理解和運用該理論的思路。
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