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What is a characteristic of the mass function of a discrete random variable X?
Regression Coefficient
A quantitative measure in statistics that represents the strength and direction of the relationship between a dependent variable and an independent variable in a regression analysis.
Single Factor Model
A model that explains the returns of an asset or portfolio using a single risk factor.
SMB Beta
A measure used in finance to assess the sensitivity of a stock's return relative to the size factor in an asset pricing model.
Factor Portfolio
A portfolio that is constructed to have a high sensitivity to certain economic or financial factors, aiming to capture specific risk premiums.
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