index model

index model
факторная модель
* * *
Индексная модель
. Модель доходности акций, использующая для представления обыкновенных коэффициентов или коэффициентов систематического риска рыночные индексы, такие как индекс S&P 500 . Инвестиционная деятельность .

Англо-русский экономический словарь.

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Смотреть что такое "index model" в других словарях:

  • Index model — A model of stock returns using a market index such as the S&P 500 to represent common or systematic risk factors. The New York Times Financial Glossary …   Financial and business terms

  • index model — A model of stock returns using a market index such as the S&P 500 to represent common or systematic risk factors. Bloomberg Financial Dictionary …   Financial and business terms

  • Single-index model — The single index model (SIM) is an asset pricing model commonly used in the finance industry to measure risk and return of a stock. Mathematically the SIM is expressed as:: rit rf = ai + Bi(rmt rf) + Eit ,: R i = alpha i + eta iR m,where:: rit − …   Wikipedia

  • 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 …   Financial and business terms

  • 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. The New York Times Financial Glossary …   Financial and business terms

  • Single-index model — Related: market model …   Financial and business terms

  • Model selection — is the task of selecting a statistical model from a set of candidate models, given data. In the simplest cases, a pre existing set of data is considered. However, the task can also involve the design of experiments such that the data collected is …   Wikipedia

  • Model-view-controller — (MVC) is an architectural pattern used in software engineering. Successful use of the pattern isolates business logic from user interface considerations, resulting in an application where it is easier to modify either the visual appearance of the …   Wikipedia

  • Model Railroader — Categories Rail transport modeling Frequency Monthly Publisher Kalmbach Publishing First issue 1934 Country …   Wikipedia

  • Model Engineer — Sample cover Categories Hobby magazines Frequency Bi weekly Publisher My Hobby Store First issue …   Wikipedia

  • Model Spy — Captain Scarlet and the Mysterons episode Episode no. Episode 14 Directed by Ken Turner Written by …   Wikipedia


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