The analysis shows that multi-factor APT model can provide higher income and give investors reliable suggestion.
分析表明:对于为充分分散化的投资组合定价,多因素套利定价理论能够为投资者进行投资决策提供良好的建议,以获得较高的收益。
·2,447,543篇论文数据,部分数据来源于NoteExpress
And according to the different the basic theories, the performance evaluation with benchmark can be divided into the mono-factor model based on CAPM model and the multi-factor model based on APT.
因所使用的基础理论不同,有基准的组合绩效评价模型分为C A PM模型的单因素模型和基于APT模型的多因素模型。
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