Что такое Факторная экспозиция?
Факторная экспозиция 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 “Факторная экспозиция” Used in Practice?
Точное измерение факторной экспозиции имеет решающее значение для понимания факторов риска и доходности портфеля в многофакторных моделях.
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
Learn “Факторная экспозиция” Free with Termify
Master Факторная экспозиция and 4,071+ professional terms with native pronunciation, IPA transcriptions and career quizzes. 100% free, forever.
Download Free for iOSFrequently Asked Questions
Что такое Факторная экспозиция?
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.
Where can I learn this term for free?
Termify is a 100% free professional English app that teaches Факторная экспозиция and 4,071+ other industry terms with native pronunciation, IPA transcriptions and career quizzes. Available on iOS in 23 languages. No subscription, no credit card required.
Last updated: