factorization model
Two factor model
multifactor model
quoted factor model
✅ The correct answer is C.
A model in which behavior of asset returns is measured for set of risk factors and market risk is classified as multifactor model. A multi-factor model is a financial model that employs multiple factors in its calculations to explain market phenomena and/or equilibrium asset prices.
A model in which behavior of asset returns is measured for set of risk factors and market risk is classified as multifactor model. A multi-factor model is a financial model that employs multiple factors in its calculations to explain market phenomena and/or equilibrium asset prices.