enow.com Web Search

Search results

1. Results from the WOW.Com Content Network

2. Multiple factor models - Wikipedia

   en.wikipedia.org/wiki/Multiple_factor_models

   This is particularly relevant for global equity portfolios and for enterprise wide risk management. The multifactor risk model with the refinements discussed above is the dominant method for controlling risk in professionally managed portfolios. It is estimated that more than half of world capital is managed using such models.

3. Capital asset pricing model - Wikipedia

   en.wikipedia.org/wiki/Capital_asset_pricing_model

   An estimation of the CAPM and the security market line (purple) for the Dow Jones Industrial Average over 3 years for monthly data.. In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio.

4. Professional Risk Managers' International Association

   en.wikipedia.org/wiki/Professional_Risk_Managers...

   The exam is 2 hours duration. Preparation is the Credit and Counterparty Risk Manager Handbook. The "Market, Liquidity and Asset Liability Management Risk Manager Certificate" covers the areas of market risk, liquidity risk, and asset liability management, and similarly focuses on application in financial institutions. The exam is 2 hours duration.

5. Why Risk Premium Matters - AOL

   www.aol.com/news/why-risk-premium-matters...

   Risk premium is the added return that investors expect to earn from an asset such as a share of stock that carries more risk than another asset such as a high-grade corporate bond. The risk ...

6. Asset pricing - Wikipedia

   en.wikipedia.org/wiki/Asset_pricing

   Calculating option prices, and their "Greeks", i.e. sensitivities, combines: (i) a model of the underlying price behavior, or "process" - i.e. the asset pricing model selected, with its parameters having been calibrated to observed prices; and (ii) a mathematical method which returns the premium (or sensitivity) as the expected value of option ...

7. Risk premium - Wikipedia

   en.wikipedia.org/wiki/Risk_premium

   The risk premium is used extensively in finance in areas such as asset pricing, portfolio allocation and risk management. [2] Two fundamental aspects of finance, being equity and debt instruments, require the use and interpretation of associated risk premiums with the inputs for each explained below:

8. How Do You Manage Market Risk in Investments? - AOL

   www.aol.com/finance/manage-market-risk...

   Continue reading → The post How Measure and Manage Market Risk appeared first on SmartAsset Blog. In simple terms, market risk means there's a possibility that your investments could lose money.

9. Security market line - Wikipedia

   en.wikipedia.org/wiki/Security_market_line

   E(R M) is an expected return on market portfolio M β is a nondiversifiable or systematic risk R M is a market rate of return R f is a risk-free rate. When used in portfolio management, the SML represents the investment's opportunity cost (investing in a combination of the market portfolio and the risk-free asset). All the correctly priced ...