Home >  Term: two-factor model
two-factor model

Usually, Fischer Black's zero-beta version of the capital asset pricing model. It may also refer to another type of model whereby expected returns are generated by any two factors.

0 0

Penulis

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