Examlex
The typical participants in a JAD include:
Chen, Roll, and Ross
Refers to a model developed by the economists Stephen A. Ross, Randolph W. Roll, and Edwin H. Chen that enhances the capital asset pricing model by including factors related to macroeconomic risk.
Multifactor Models
Financial models that use multiple variables to explain or predict asset prices and returns, incorporating factors like size, value, and momentum.
Single-Factor Model
A financial model that describes the return on a security as dependent on a single factor, typically the market return, and the sensitivity of the security's return to this factor.
Economic Factors
Elements that influence the performance of economies, including inflation rates, interest rates, fiscal policy, and unemployment rates.
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