Risk factor


 

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Risk factor

In arbitrage pricing theory or the multibeta capital asset pricing model, the set of common factors that impact returns, e.g., market return, interest rates, inflation, or industrial production.



Risk factor

Similar Matches

Factor augmenting

Factor augmenting

Said of a technological change or technological difference if production functions differ by scaling of a factor input only: F2(V1,V2)=F1(lV1,V2), where F1(·) and F2(·) are the production functions being compared, V1 is the factor being augmented, V2 is a vector of all other factor inputs, and l is a constant.


Total factor productivity

Total factor productivity

A measure of the output of an industry or economy relative to the size of all of its primary factor inputs. The term, and its acronym TFP, often refers to the growth of this measure, as measured by the Solow residual. See also Hicks-neutral technical progress.


Factor intensity

Factor intensity

The relative importance of one factor versus others in production in an industry, usually compared across industries. Most commonly defined in by ratios of factor quantities employed at common factor prices, but sometimes by factor shares or by marginal rates of substitution between factors.


Factor price equalization

Factor price equalization

The tendency for trade to cause factor prices in different countries to become identical. Ohlin (1933) argued that trade would bring factor prices closer together. Samuelson (1948, 1949) showed formally the circumstances under which they would actually become equal.


Factor space

Factor space

A graph in which the axes measure quantities of factors.


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