The single-factormodel excels in multifactor model in evaluating the performance of mutual funds.
多因素绩效评估模型优于单因素模型;
2
The single-factormodel and Monte Carlo simulation are applied to the measurement of portfolio credit risk.
将单因素模型和蒙特卡罗模拟应用于我国商业银行组合信用风险度量的具体实践;
3
The single-factormodel thinks, the rate of return of the stock can be explained with system risk and none system risk together, but it limits the system risk in a factor (such as market index).