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

In arbitrage pricing theory, any risk, especially a macroeconomic situation, that may affect an asset or investment. Examples of risk factors include inflation and interest rates.
References in periodicals archive ?
Therefore, the determinant conditions on ambiguity preferences for the comparative statics of ambiguity are those on risk preferences for the comparative statics of risks with u replaced by [phi].
Its lump solutions are provided first, and the analyticity and localization of the resulting solutions are guaranteed by two determinant conditions. And then the interaction solutions between lump solutions and one stripe soliton are obtained and the results show that lump will be drowned or swallowed by the stripe soliton.
The overall machining errors due to workpiece-fixture system compliance to the determinant conditions are caused by the maximum displacement of the datum points A, B, C in Y and Z directions.