المدربAn industry factor has as exposure a stock’s membership of an industry; a style factor has as exposure a standardised characteristic (size, value, momentum, an estimated beta), cap-weighted to mean zero and scaled to unit cross-sectional standard deviation.
Quantitative Finance · المسرد
ما معنى Style factor, industry factor؟
يُعرف أيضًا باسم: industry factor · style factor