Finicade
🔍 Sign in
Risk & Portfolio

Arbitrage Pricing Theory (APT)

Also called: APT, arbitrage pricing theory

Arbitrage pricing theory says an asset's expected return is driven by several systematic factors, with no-arbitrage forcing the relationship rather than an assumption about investor preferences. It's more general than CAPM and considerably less prescriptive: the theory doesn't say which factors matter or how many there are, which is both its flexibility and its emptiness as a testable claim.

Where this is taught

Definitions are the trailer. These free levels turn Arbitrage Pricing Theory into something you play — one bite-size lesson, with worked examples, a quiz and XP.

← All Risk & Portfolio terms