A factor model which looks at the effect of only one given factor on a group of stocks. The factor that is looked at most frequently is market return.
Related information about single-factor model:
- 1 Factor Models
... and are meant to simplify and reduce the amount of randomness required in an analysis of our assets. When k = 1 we call the model a single-factor model ...
- What is single-factor model? definition and meaning
Definition of single-factor model: A factor model which looks at the effect of only one given factor on a group of stocks. The factor that is looked at most frequently ...
- Single-Factor Model - Financial Dictionary - The Free Dictionary
A model of security returns that acknowledges only one common factor. The single factor is usually the market return. See: Factor model.
- The Single-Factor Model and True-Score Equivalent Models
Psych 892 - Measurement Methods. 2. Today's Class. • More of the single factor model. – Remaining slides from last time. – How to fit the true-score model as a ...
- Single factor model
Similar financial terms. Single-premium deferred annuity. An insurance policy bought by the sponsor of a pension plan for a single premium. In return, the ...
- A Generalized Single Common Factor Model of Portfolio ... - FDIC
ABSTRACT. The Vasicek single factor model of portfolio credit loss is generalized to include correlated stochastic exposures and loss rates. The new model can ...
- Vasicek Single Factor Model
Vasicek Single Factor Model. Problem Setting. ▻ Consider portfolio with N different credits of equal size 1. ▻ Each obligor has an individual default probability.
- Testing a Single-Factor Model as an Alternative to the Misuse of - JStor
a predetermined single-factor model. Using the Normally Distributed Random. Number Generator (Northwestern University, CDC 6400 Library sub- routine) ...