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- UID
- 223207
- 帖子
- 158
- 主题
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- 注册时间
- 2011-7-11
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- 2013-8-23
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| i dont think this is the APT. I think its the macroeconomic multifactor model. In tbis model, only surprises affect the retrun. So if rates had been what wer expected, there would be no additional return fro minterest rates. Since there was a surprise of 3%, you plug in 3% into the equation. Same with oil (in this case -2% surprise) |
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发表于 2013-4-4 18:11
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