Скачать или смотреть How Does APT Measure Asset Sensitivity To Factors?

Unlock the secrets of financial modeling with Arbitrage Pricing Theory (APT). This video delves into how APT provides a powerful framework for understanding and measuring an asset's sensitivity to various macroeconomic factors.

Here's what you'll discover:
► Learn the fundamental principles of the Arbitrage Pricing Theory (APT) and its role in asset pricing.
► Understand how APT extends beyond the Capital Asset Pricing Model (CAPM) by considering multiple risk factors.
► Explore the key macroeconomic factors that can influence asset returns and how APT quantifies their impact.
► Discover the practical applications of APT for portfolio management, risk assessment, and investment strategy.
► Grasp the mathematical and conceptual approach APT uses to measure an asset's unique sensitivity to each identified factor.


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