alpha-factor model

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• Fama-French three-factor model — In the portfolio management field, Eugene Fama and Kenneth French developed the highly successful Fama French three factor model to describe market behavior.CAPM uses a single factor, beta, to compare the excess returns of a portfolio with the… …   Wikipedia

• Factor analysis — is a statistical method used to describe variability among observed, correlated variables in terms of a potentially lower number of unobserved, uncorrelated variables called factors. In other words, it is possible, for example, that variations in …   Wikipedia

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• Model A — Sozionik (engl. Socionics; ein Kofferwort aus society (Gesellschaft) und bionics (Bionik)) ist eine psychologische Theorie zur Temperament Klassifizierung, die in den 1970ern von der Litauerin Aušra Augustinavičiūtė (Pseudonym Augusta ) in der… …   Deutsch Wikipedia

• Alpha — A measure of selection risk (also known as residual risk) of a mutual fund in relation to the market. A positive alpha is the extra return awarded to the investor for taking a risk, instead of accepting the market return. For example, an alpha of …   Financial and business terms

• Short rate model — In the context of interest rate derivatives, a short rate model is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate.The short rateThe short rate, usually written r t… …   Wikipedia

• Hull-White model — In financial mathematics, the Hull White model is a model of future interest rates. In its most generic formulation, it belongs to the class of no arbitrage models that are able to fit today s term structure of interest rates. It is relatively… …   Wikipedia

• DEC Alpha — Alpha Designer Digital Equipment Corporation Bits 64 bit Introduced 1992 Design RISC Type Register Register Encoding Fixed …   Wikipedia

• Exogenous growth model — The Exogenous growth model, also known as the Neo classical growth model or Solow growth model is a term used to sum up the contributions of various authors to a model of long run economic growth within the framework of neoclassical… …   Wikipedia

• TGF alpha — Transforming growth factor alpha (TGF α) is upregulated in some human cancers. It is produced in macrophages, brain cells, and keratinocytes, and induces epithelial development. It is closely related to EGF, and can also bind to the EGF receptor… …   Wikipedia