Risk factor(redirected from determinant condition)
Also found in: Dictionary, Medical.
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.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
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.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved