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Main Results Of Analyses Undertaken On The Arbitrage Pricing Model

Author

Listed:
  • Andrei Stănculescu

    (Bucharest University of Economic Studies)

Abstract

This paper offers, in a descriptive manner, a summary of some important results of research undertaken on the APT model (Arbitrage Pricing Theory), by means of theoretical approaches or by empirical testing. The factors which determine the stocks return are investigated, whether these factors exist and the way in which they influence the stocks pricing processes. Specifically, in order to fulfill the goal of applying the model, one must try to relax some of the assumptions, so the model might come closer to the reality of finance. The APT model was first stated by Ross, in 1976.

Suggested Citation

  • Andrei Stănculescu, 2013. "Main Results Of Analyses Undertaken On The Arbitrage Pricing Model," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(Special I), pages 390-391, March.
    • Handle: RePEc:agr:journl:v:xx:y:2013:i:special-i:p:390-391
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