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Meaning of arbitrage pricing model | Babel Free

Noun CEFR C1

Definitions

An asset pricing model using one or more common factors to price returns. With only one factor, representing the market portfolio, it is called a single factor model. With two or more factors, it is called a multifactor model.

CEFR level

C1
Advanced
This word is part of the CEFR C1 vocabulary — advanced level.

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