arbitrage pricing theory

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00:54 Jul 17, 2020
English to Indonesian translations [PRO]
Bus/Financial - Economics
Additional field(s): Business/Commerce (general), Economics, Finance (general), Marketing / Market Research, Social Science, Sociology, Ethics, etc.
English term or phrase: arbitrage pricing theory
Definition from The Economist:
The arbitrage pricing theory says that the price of a financial asset reflects a few key risk factors, such as the expected rate of interest, and how the price of the asset changes relative to the price of a portfolio of assets. If the price of an asset happens to diverge from what the theory says it should be, arbitrage by investors should bring it back into line.

Example sentence(s):
  • The Arbitrage Pricing Theory provides more flexibility than the CAPM; however, the former is more complex. The inputs that make the arbitrage pricing model complicated are the asset’s price sensitivity to factor n (βn) and the risk premium to factor n (RPn). Corporate Finance Institute
  • Over the years, arbitrage pricing theory has grown in popularity for its relatively simpler assumptions. However, arbitrage pricing theory is a lot more difficult to apply in practice because it requires a lot of data and complex statistical analysis. Investopedia
  • The test's results show that, within the scope of the methodology and data employed, the Arbitrage Pricing Theory (APT) does hold in the very emerging stock market of Thailand, while the CAPM (Capital Asset Pricing Model) fails to do so. IDEAS
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Summary of translations provided
5Teori penetapan harga arbitrase
Ikhlas Alviansyah
5Teori Penetapan Harga Arbitrase
Anastasia Andriani


  

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5 hrs   confidence: Answerer confidence 5/5
Teori penetapan harga arbitrase


Definition from own experience or research:
Model penetapan harga aset yang didasarkan pada gagasan bahwa pengembalian sebuah aset dapat diprediksi menggunakan hubungan antara aset tersebut dan faktor-faktor risiko.

Example sentence(s):
  • Arbitrage Pricing Theory (APT) merupakan model alternatif untuk menentukan harga saham yang sepenuhnya berdasarakan konsep arbitrase, sehingga disebut teori penetapan harga arbitrase (Arbitrage Pricing Theory). - E-Jurnal Matematika Unud, 2014 
Ikhlas Alviansyah
Indonesia
Local time: 23:17
Native speaker of: Native in IndonesianIndonesian
PRO pts in category: 4
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9 hrs   confidence: Answerer confidence 5/5
Teori Penetapan Harga Arbitrase


Definition from CERDASCO:
Sebuah teori yang menyatakan bahwa pengembalian yang diharapkan, dan karenanya harga untuk aset keuangan dapat dimodelkan sebagai fungsi linier dari banyak faktor, umumnya faktor ekonomi makro.

Example sentence(s):
  • Teori penetapan harga arbitrase dinilai lebih fleksible dibandingkan Teori harga penanaman modal karena dalam membuat model dapat menggunakan berbagai faktor makroekoomi yang beragam dalam menghitung premi risiko suatu aset. - lipi.go.id  
Anastasia Andriani
Indonesia
Local time: 23:17
Native speaker of: Native in IndonesianIndonesian
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