… Arbitrage Pricing Theory (APT): A Multi-Factor Risk Model The arbitrage pricing theory (APT) is about asset pricing that is based on a multi-… By its original design, APT is used to identify and exploit mispriced assets by tracking a number of macroeconomic factors, which can be …
CITATION STYLE
Ma, L. (2020). More on Stock Selection Strategy: Alpha Hunting, Risk Adjustment, and Nonparametric Diagnostics. In Quantitative Investing (pp. 181–227). Springer International Publishing. https://doi.org/10.1007/978-3-030-47202-3_5
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