Risk factor (finance)
From Infogalactic: the planetary knowledge core
Lua error in package.lua at line 80: module 'strict' not found. A risk factor is a concept in finance theory such as the CAPM, arbitrage pricing theory and other theories that use pricing kernels. In these models, the rate of return of an asset (hence the converse its price) is a random variable whose realization in any time period is a linear combination of other random variables plus a disturbance term or white noise.
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