arbitrage pricing theory

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00:55 Jul 17, 2020
English to Croatian translations [PRO]
Bus/Financial - Economics
Additional field(s): Business/Commerce (general), Economics, Finance (general), Marketing / Market Research, Social Science, Sociology, Ethics, etc.
English term or phrase: arbitrage pricing theory
Definition from The Economist:
The arbitrage pricing theory says that the price of a financial asset reflects a few key risk factors, such as the expected rate of interest, and how the price of the asset changes relative to the price of a portfolio of assets. If the price of an asset happens to diverge from what the theory says it should be, arbitrage by investors should bring it back into line.

Example sentence(s):
  • The Arbitrage Pricing Theory provides more flexibility than the CAPM; however, the former is more complex. The inputs that make the arbitrage pricing model complicated are the asset’s price sensitivity to factor n (βn) and the risk premium to factor n (RPn). Corporate Finance Institute
  • Over the years, arbitrage pricing theory has grown in popularity for its relatively simpler assumptions. However, arbitrage pricing theory is a lot more difficult to apply in practice because it requires a lot of data and complex statistical analysis. Investopedia
  • The test's results show that, within the scope of the methodology and data employed, the Arbitrage Pricing Theory (APT) does hold in the very emerging stock market of Thailand, while the CAPM (Capital Asset Pricing Model) fails to do so. IDEAS
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Summary of translations provided
4teorija arbitražnog procjenjivanja
Mirna Vilisic


  

Translations offered


5 days   confidence: Answerer confidence 4/5Answerer confidence 4/5
teorija arbitražnog procjenjivanja


Definition from own experience or research:
Teorija arbitražnog procjenjivanja (APT) multifaktorski je model određivanja cijene kapitalne imovine koji se zasniva na ideji da se stopa povrata može predvidjeti uz pomoć linearnog odnosa između očekivane stope povrata i makroekonomskih varijabli koje obuhvaćaju sustavni rizik. U slučaju da cijena imovine odstupa od one koju nalaže teorija, trebalo bi je uskladiti arbitražom ulagača.

Example sentence(s):
  • U odnosu na CAPM, teorija arbitražnog procjenjivanja razvijena je kao alternativni model određivanja cijena na tržištu kapitala koji će biti fleksibilniji od CAPM modela. APT polazi od toga da je sistematski rizik ono što utječe na cijene vrijednosnica na tržištu. - Ekonomski fakultet Sveučilišta u Split  

Explanation:
Također su u uporabi i termini: arbitražna teorija procjenjivanja / arbitražna teorija određivanja cijena
Mirna Vilisic
Croatia
Local time: 12:14
Native speaker of: Native in CroatianCroatian
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