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  2. 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.

  3. What is the Capital Asset Pricing Model (CAPM)? - AOL

    www.aol.com/finance/capital-asset-pricing-model...

    As in the formula above, the equity risk premium depends on the returns of other available investments (such as the S&P 500) and the volatility of the asset in question.

  4. 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:

  5. 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 ...

  6. Cost of capital - Wikipedia

    en.wikipedia.org/wiki/Cost_of_capital

    It is commonly computed using the capital asset pricing model formula: Cost of equity = Risk free rate of return + Premium expected for risk Cost of equity = Risk free rate of return + Beta × (market rate of return – risk free rate of return) where Beta = sensitivity to movements in the relevant market. Thus in symbols we have

  7. Fama–MacBeth regression - Wikipedia

    en.wikipedia.org/wiki/Fama–MacBeth_regression

    Eugene F. Fama and James D. MacBeth (1973) demonstrated that the residuals of risk-return regressions and the observed "fair game" properties of the coefficients are consistent with an "efficient capital market" (quotes in the original). [2] Note that Fama MacBeth regressions provide standard errors corrected only for cross-sectional ...

  8. Asset pricing - Wikipedia

    en.wikipedia.org/wiki/Asset_pricing

    These principles are interrelated [2] through the fundamental theorem of asset pricing. Here, "in the absence of arbitrage, the market imposes a probability distribution, called a risk-neutral or equilibrium measure, on the set of possible market scenarios, and... this probability measure determines market prices via discounted expectation". [8]

  9. Consumption-based capital asset pricing model - Wikipedia

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

    The consumption-based capital asset pricing model (CCAPM) is a model of the determination of expected (i.e. required) return on an investment. [1] The foundations of this concept were laid by the research of Robert Lucas (1978) and Douglas Breeden (1979). [2] The model is a generalization of the capital asset pricing model (CAPM). While the ...