套利定价模型（APT Arbitrage Pricing Theory ）----由罗斯在1976年提出，实际上也是有关资本资产定价的模型。模型表明，资本资产的收益率是各种因素综合作用的结果，诸如GDP的增长、通货膨胀的水平等因素的影响，并不仅仅只受证券组合内部风险因素的影响。
同时也表明深圳股市基本上符合套利定价模型。
It also shows that Shenzhen stock market almost conform to APT model.
资本资产定价模型和套利定价模型是两个非常重要的有价证券市场定价模型。
CAPM and APT are two very important securities-pricing models, which simplify the very complex process of portfolio selection as the base of modern finance.
文章以上海股票市场486家上市公司的数据为样本，对套利定价模型在我国证券市场的有效性进行了检验。
This paper samples 486 companies in Shanghai stock market with the testing of the APT model on the availability in China security market.
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