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  2. Merton's portfolio problem - Wikipedia

    en.wikipedia.org/wiki/Merton's_portfolio_problem

    Merton's portfolio problem is a problem in continuous-time finance and in particular intertemporal portfolio choice.An investor must choose how much to consume and must allocate their wealth between stocks and a risk-free asset so as to maximize expected utility.

  3. Hedge fund - Wikipedia

    en.wikipedia.org/wiki/Hedge_fund

    Some types of funds, including hedge funds, are perceived as having a greater appetite for risk, with the intention of maximizing returns, [96] subject to the risk tolerance of investors and the fund manager. Managers will have an additional incentive to increase risk oversight when their own capital is invested in the fund. [88]

  4. Exponential utility - Wikipedia

    en.wikipedia.org/wiki/Exponential_utility

    Exponential utility implies constant absolute risk aversion (CARA), with coefficient of absolute risk aversion equal to a constant: ″ ′ =. In the standard model of one risky asset and one risk-free asset, [1] [2] for example, this feature implies that the optimal holding of the risky asset is independent of the level of initial wealth; thus on the margin any additional wealth would be ...

  5. What is risk tolerance and why is it important?

    www.aol.com/finance/risk-tolerance-why-important...

    Your risk tolerance plays a crucial role in your game plan for growing your money.

  6. Know Your Risk Tolerance

    www.aol.com/finance/know-risk-tolerance...

    Learn how to make better investment decisions based on the risk level that's right for you.

  7. Asset allocation - Wikipedia

    en.wikipedia.org/wiki/Asset_allocation

    Asset allocation is the implementation of an investment strategy that attempts to balance risk versus reward by adjusting the percentage of each asset in an investment portfolio according to the investor's risk tolerance, goals and investment time frame. [1] The focus is on the characteristics of the overall portfolio.

  8. Markowitz model - Wikipedia

    en.wikipedia.org/wiki/Markowitz_model

    Risk premium is the product of the market price of risk and the quantity of risk, and the risk is the standard deviation of the portfolio. The CML equation is : R P = I RF + (R M – I RF)σ P /σ M. where, R P = expected return of portfolio I RF = risk-free rate of interest R M = return on the market portfolio σ M = standard deviation of the ...

  9. Financial risk - Wikipedia

    en.wikipedia.org/wiki/Financial_risk

    Financial risk is any of various types of risk associated with financing, including financial transactions that include company loans in risk of default. [ 1 ] [ 2 ] Often it is understood to include only downside risk , meaning the potential for financial loss and uncertainty about its extent.