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SSRNTrading, Microstructure & Execution

APT and Arbitrage

The Arbitrage Pricing Theory (APT) enables potential arbitrage opportunities due to the absence of a positive pricing function requirement.

Featured in No. 57 on 17 Jul 2024 · 9 days after release

Released
8 Jul 2024
First featured
No. 57 · 17 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4894555

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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