Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_technology
|
| gptkbp:abbreviation |
gptkb:APT
|
| gptkbp:alternativeTo |
gptkb:capital_asset_pricing_model
|
| gptkbp:assumes |
no arbitrage
efficient markets well-diversified portfolios |
| gptkbp:category |
financial economics
|
| gptkbp:describes |
asset pricing
|
| gptkbp:explains |
expected return of a financial asset
|
| gptkbp:field |
economics
finance |
| gptkbp:form |
linear relationship between asset returns and factors
|
| https://www.w3.org/2000/01/rdf-schema#label |
arbitrage pricing theory
|
| gptkbp:influenced |
multi-factor models
|
| gptkbp:proposedBy |
gptkb:Stephen_Ross
|
| gptkbp:publishedIn |
gptkb:Journal_of_Economic_Theory
|
| gptkbp:relatedTo |
systematic risk
factor models idiosyncratic risk |
| gptkbp:uses |
multiple risk factors
|
| gptkbp:yearProposed |
1976
|
| gptkbp:bfsParent |
gptkb:capital_asset_pricing_model
|
| gptkbp:bfsLayer |
7
|