journal6 ›› 2008, Vol. 29 ›› Issue (2): 27-29.

• Mathematics • Previous Articles     Next Articles

Consistence of CAPM and APT Under the Stochastic Vector Hilbert Space


  1. (1.School of Information,Guangdong Foreign Studies University,Guangzhou 510440,China;2.Tianhe College,Guangdong Polytechnic Normal University,Guangzhou 510665,China)
  • Online:2008-03-25 Published:2012-05-25

Abstract: This paper makes track for this way of thinking,deriving stochastic vector Hilbert space and proves the consistence of CAPM and APT in the linear pricing rule.

Key words: Hilbert space, CAPM, APT, stochastic discount factor theorem

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