Home > Term: single-index model
single-index model
A model of stock returns that decomposes influences on returns into a systematic factor, as measured by the return on the broad market index, and firm specific factors. Related: Market Model
- Μέρος του λόγου: noun
- Κλάδος/Τομέας: Financial services
- Category: General Finance
- Company: Bloomberg
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Δημιουργός
- Jessehe
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(V.I.P) 32013 points - 40.13% positive feedback
