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Glossary > O > "One-factor APT" Definition

One-factor APT

A special case of the arbitrage pricing theory that is derived from the one-factor model by using diversification and arbitrage. It shows that the expected return on any risky asset is a linear function of a single factor.

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One-factor APT - A special case of the arbitrage pricing theory that is derived from the one-factor model by using diversification and arbitrage. It shows that the expected return on any risky asset is a linear function of a single factor.

One-factor APT : a special case of the arbitrage pricing theory that is derived from the one-factor model by using diversification and arbitrage. it shows that the expected return on any risky asset is a linear function of a single factor.