enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Consumption-based capital asset pricing model - Wikipedia

    en.wikipedia.org/wiki/Consumption-based_capital...

    The CAPM can be derived from the following special cases of the CCAPM: (1) a two-period model with quadratic utility, (2) two-periods, exponential utility, and normally-distributed returns, (3) infinite-periods, quadratic utility, and stochastic independence across time, (4) infinite periods and log utility, and (5) a first-order approximation ...

  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. 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 ...

  5. Professional Risk Managers' International Association

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

    ORM Online Training is also available. The "Credit and Counterparty Risk Manager" Certificate focuses on a practical understanding of credit risk analysis frameworks within financial institutions. The program is designed to be relevant to credit risk staff, as well as to financial controllers, and compliance and legal officers. The exam is 2 ...

  6. 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 ...

  7. 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 ...

  8. Risk premium - Wikipedia

    en.wikipedia.org/wiki/Risk_premium

    The risk premium is equally important for a bank's assets with the risk premium on loans, defined as the loan interest charged to customers less the risk free government bond, needing to be sufficiently large to compensate the institution for the increased default risk associated with providing a loan. [11]

  9. Target must face shareholder lawsuit over Pride backlash ...

    www.aol.com/target-must-face-shareholder-lawsuit...

    The lawsuit accused Target's board of directors of overlooking the risk of negative backlash and led the company to lose over $25 billion in market capitalization. Target must face shareholder ...