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- UID
- 223424
- 帖子
- 319
- 主题
- 22
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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Might as well start compiling a set of assumptions...
APT:
1. Factor model describes asset returns
2. Many asset and investors diversify to eliminate non-systematic risk
3. No arbitrage opportunities among portfolios |
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发表于 2011-7-13 15:20
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