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factor model

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  • Factor model — A way of decomposing the factors that influence a security s rate of return into common and firm specific influences. The New York Times Financial Glossary …   Financial and business terms

  • factor model — A way of decomposing the forces that influence a security s rate of return into common and firm specific influences. Bloomberg Financial Dictionary …   Financial and business terms

  • 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

  • Multi-Factor Model — A financial model that employs multiple factors in its computations to explain market phenomena and/or equilibrium asset prices. The multi factor model can be used to explain either an individual security or a portfolio of securities. It will do… …   Investment dictionary

  • Fama And French Three Factor Model — A factor model that expands on the capital asset pricing model (CAPM) by adding size and value factors in addition to the market risk factor in CAPM. This model considers the fact that value and small cap stocks outperform markets on a regular… …   Investment dictionary

  • single-factor model — A model of security returns that acknowledges only one common factor. The single factor is usually the market return. Bloomberg Financial Dictionary See: factor model. Bloomberg Financial Dictionary …   Financial and business terms

  • Single factor model — A model of security returns that acknowledges only one common factor. See: factor model. The New York Times Financial Glossary …   Financial and business terms

  • four-factor model of hallucinations —    A hypothetical model for the mediation of * auditory hallucinations proposed in or shortly before 1976 by the British psychologist Peter D. Slade. The model identifies four important antecedents of hallucinatory behaviour, comprising… …   Dictionary of Hallucinations

  • 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

  • one-factor model — A simple financial model where the future price of an instrument is the single variable or unknown. One factor models, such as Black Scholes or Vasicek, usually lead to closed form solutions. See closed form solution. American Banker Glossary …   Financial and business terms

  • two-factor model — Usually, Fischer Black s zero beta version of the capital asset pricing model. It may also refer to another type of model whereby expected returns are generated by any two factors. Bloomberg Financial Dictionary …   Financial and business terms

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