ファクター・エクスポージャーとは？
ファクター・エクスポージャー The sensitivity of a portfolio's returns to systematic risk factors such as value, momentum, size, or market beta, as measured in multi-factor risk models.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “ファクター・エクスポージャー” Used in Practice?
ファクター・エクスポージャーを正確に測定することは、マルチファクターモデルにおけるリスクやパフォーマンスの要因を理解するために極めて重要である。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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ファクター・エクスポージャーとは？
The sensitivity of a portfolio's returns to systematic risk factors such as value, momentum, size, or market beta, as measured in multi-factor risk models.
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