对资本资产定价模型与套利定价模型的比较分析

摘要

介绍了资本资产定价模型和套利定价模型,分析了两个模型之间的联系和不同之处,并提出了两个模型有待继续研究和改善的地方。%This paper discusses the capital asset pricing model and the arbitrage pricing model, analyzes the similarities and differences between them, and puts forward some areas of two models which should continue to study and be improved.