What common assumptions do the CAPM and APT share? How do they differ in assumptions?

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Investments Analysis and Management

ISBN: 978-1118363294

12th edition

Authors: Charles P. Jones

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Question Posted: Dec 15, 2015 06:12 AM

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What common assumptions do the CAPM and APT share? How do they differ in assumptions?

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Unlike the CAPM APT does not assume 1 a singleperiod investment horizon 2 the ...View the full answer

Investments Analysis and Management

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