首页 >  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

0 0

创建者

  • Jessehe
  •  (V.I.P) 32013 分数
  • 40.13% positive feedback
© 2024 CSOFT International, Ltd.