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Arbitrage Pricing Theory (APT): Tutorial on Implementation
14:24
YouTubefinCampus Lecture Hall
Arbitrage Pricing Theory (APT): Tutorial on Implementation
We start by describing arbitrage pricing theory (APT) and the assumptions on which the model is built. Then we explain how APT can be implemented step-by-step. Anyone who wants to construct an arbitrage portfolio can easily implement APT by following the steps we describe. This tutorial is on practical implementation of the model. Source ...
95.8K viewsDec 9, 2013
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