- multifactor model
- мат. многофакторная модель
Большой англо-русский и русско-английский словарь. 2001.
multifactor model
Смотреть что такое "multifactor model" в других словарях:
Multifactor dimensionality reduction — (MDR) is a data mining approach for detecting and characterizing combinations of attributes or independent variables that interact to influence a dependent or class variable. MDR was designed specifically to identify interactions among discrete… … Wikipedia
Multifactor CAPM — A version of the capital asset pricing model derived by Merton that includes extra market sources of risk referred to as factor. The New York Times Financial Glossary … Financial and business terms
multifactor CAPM — A version of the capital asset pricing model derived by Robert Merton that includes extra market sources of risk referred to as factors. Related: arbitrage pricing theory … Financial and business terms
arbitrage pricing model — noun An asset pricing model using one or more common factors to price returns. With only one factor, representing the market portfolio, it is called a single factor model. With two or more factors, it is called a multifactor model. See Also:… … Wiktionary
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
Neoclassical growth model — See also: Ramsey growth model The neoclassical growth model, also known as the Solow–Swan growth model or exogenous growth model, is a class of economic models of long run economic growth set within the framework of neoclassical economics.… … Wikipedia
Chen model — In finance, the Chen model is a mathematical model describing the evolution of interest rates. It is a type of three factor model (short rate model) as it describes interest rate movements as driven by three sources of market risk. It was the… … Wikipedia
Active risk — In finance, active risk refers to that segment of risk in an investment portfolio that is due to active management decisions made by the portfolio manager. It does not include any risk (return) that is merely a function of the market s movement.… … Wikipedia
многофакторная модель — — [А.С.Гольдберг. Англо русский энергетический словарь. 2006 г.] Тематики энергетика в целом EN multifactor model … Справочник технического переводчика
Eugene Fama — Chicago School Of Economics Eugene Fama (left) winning the inaugural Morgan Stanley American Finance Association Award … Wikipedia
Solow residual — The Solow residual is a number describing empirical productivity growth in an economy from year to year and decade to decade. Robert Solow defined rising productivity as rising output with constant capital and labor input. It is a residual… … Wikipedia
