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two-factor model

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  • 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

  • Two-factor model — Black s zero beta version of the capital asset pricing model. The New York Times Financial Glossary …   Financial and business terms

  • Two factor theory — (also known as Herzberg s Motivation Hygiene Theory) was developed by Frederick Herzberg, a psychologist who found that job satisfaction and job dissatisfaction acted independently of each other. Two Factor Theory states that there are certain… …   Wikipedia

  • Two-factor models of personality — The Two Factor Model of Personality is a widely used psychological factor analysis measurement of personality, behavior and temperament. It most often consists of a matrix measuring the factor of introversion and extroversion with some form of… …   Wikipedia

  • Two-factor theory — For Schachter s two factor theory of emotion, see Two factor theory of emotion. The (also known as Herzberg s motivation hygiene theory and Dual Factor Theory) states that there are certain factors in the workplace that cause job satisfaction,… …   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-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

  • 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

  • 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

  • Factor price equalization — is an economic theory, which states that the relative prices for two identical factors of production in the same market will eventually equal each other because of competition. The price for each single factor need not become equal, but relative… …   Wikipedia

  • 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

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