187****02062024-01-02 19:52:23
187****0206 The differences between CAPM and APT: CAPM is a one-factor model and APT is a multi-factor model. CAPM is a special case of APT. APT is often used to decompose the factors' respective contributions to the expected return.中最后APT is often used to decompose the factors' respective contributions to the expected return.如何理解这句话
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黄石2024-01-03 09:18:19
黄石同学你好。这句话其实就是换了个角度描述APT的因子模型结构，每个因子都会影响到APT模型下的expected return。
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