APT (Arbitrage Pricing Theory)
Quantitative Finance Glossary
Ross's multi-factor model derived purely from no-arbitrage (no utility assumption, unlike CAPM): E[R_i] = r_f + sum_k=1^K β_i,k,λ_k, where β_i,k is asset i's loading on factor k and λ_k is that factor's risk premium. Unlike CAPM, APT is silent on what the factors are — practitioners use macroeconomic factors (Chen-Roll-Ross: industrial production, inflation surprise, term spread, credit spread) or statistical factors from PCA. Fama-French and Carhart are operationalisations.
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