waiting2021-10-17 15:12:39
waitingcapm模型里多了哪些假设
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开开2021-10-18 09:00:14
开开同学你好，可否把问题问的更加具体一些，感谢
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相对于apt模型，capm 多了哪些假设？
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同学你好，APT假设如下：
Asset returns are described by a factor model.
There are many assets, so asset-specifc risk can be eliminated.
Assets are priced such that there are no arbitrage opportunities
CAPM的假设为：
Investors are risk-averse, utility-maximizing, rational individuals.
Markets are frictionless, including no transaction costs and no taxes
Investors plan for the same single holding period
Investors have homogeneous expectations or beliefs.
因此CAPM对于投资者以及市场的定义更为严格
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谢谢老师，都列出来理解容易多了！
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不客气~
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