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 Glossary   >   S   >   "Single factor model" Definition   

        Single factor model

A model of security returns that acknowledges only one common factor. The single factor is usually the market return. See: factor model.

Single factor model


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Single factor model - A model of security returns that acknowledges only one common factor. The single factor is usually the market return. See: factor model.


Single factor model : a model of security returns that acknowledges only one common factor. the single factor is usually the market return. see: factor model.