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・ Risk aversion
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Risk factor (finance)
・ Risk factors for breast cancer
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・ Risk inclination model
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Risk factor (finance) : ウィキペディア英語版
Risk factor (finance)

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.



抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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