sector-factor model

См. также в других словарях:

• Barra Risk Factor Analysis — A multi factor model created by Barra Inc., which is used to measure the overall risk associated with a security relative to the market. Barra Risk Factor Analysis incorporates over 40 data metrics including: earnings growth, share turnover and… …   Investment dictionary

• Dynamic factor — In econometrics, a dynamic factor (also known as a diffusion index) is a series which measures the co movement of many time series. It is used in certain macroeconomic models. Formally Xt = ΛtFt + et, where is the vector of lagged factors of the… …   Wikipedia

• Ising model — The Ising model, named after the physicist Ernst Ising, is a mathematical model in statistical mechanics. It has since been used to model diverse phenomena in which bits of information, interacting in pairs, produce collectiveeffects.Definition… …   Wikipedia

• Mahalanobis model — The Mahalanobis model is a model of economic development, created by Indian statistician Prasanta Chandra Mahalanobis in 1953. Mahalanobis became essentially the key economist of India s Second Five Year Plan, becoming subject to much of India s… …   Wikipedia

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• centre-periphery model — The centre periphery (or core periphery) model is a spatial metaphor which describes and attempts to explain the structural relationship between the advanced or metropolitan ‘centre’ and a less developed ‘periphery’, either within a particular… …   Dictionary of sociology

• Private Sector Adjustment Factor - PSAF — A method used by the Federal Reserve Board for calculating the costs of Federal Reserve banks providing services to depository institutions. The services provided include checks, Automated Clearing House, Fedwire funds and Fedwire securities. The …   Investment dictionary

• Секторно-факторная модель — (SECTOR FACTOR MODEL) разновидность многофакторной модели, в которой факторами являются отдельные отрасли или экономические сектора …   Финансовый глоссарий

• Fixed income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio …   Wikipedia

• Creativity — For other uses of Creativity , see Creativity (disambiguation). Human intelligence Abilities and Traits Abstract thought Communication  …   Wikipedia