Скачать или смотреть What Are the Components of an APT Factor Model?

Ever wondered what drives investment returns beyond just the market? This video breaks down the core components of an Arbitrage Pricing Theory (APT) Factor Model, a powerful tool for understanding asset pricing and risk.

In this concise guide, you'll discover:
► How APT models explain expected returns through various systematic risk factors.
► The role of factor sensitivities (betas) in quantifying an asset's exposure to these risks.
► Key differences between APT and the Capital Asset Pricing Model (CAPM).
► Why identifying relevant macro-economic and fundamental factors is crucial for model accuracy.
► Practical applications of APT in portfolio management and risk assessment.


#APTFactorModel, #QuantitativeFinance, #AssetPricing, #InvestmentStrategy, #RiskManagement