enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Merton's portfolio problem - Wikipedia

    en.wikipedia.org/wiki/Merton's_portfolio_problem

    where r is the risk-free rate, (μ, σ) are the expected return and volatility of the stock market and dB t is the increment of the Wiener process, i.e. the stochastic term of the SDE. The utility function is of the constant relative risk aversion (CRRA) form: =.

  3. Indifference curve - Wikipedia

    en.wikipedia.org/wiki/Indifference_curve

    An example of how indifference curves are obtained as the level curves of a utility function. A graph of indifference curves for several utility levels of an individual consumer is called an indifference map. Points yielding different utility levels are each associated with distinct indifference curves and these indifference curves on the ...

  4. Dow Jones Utility Average - Wikipedia

    en.wikipedia.org/wiki/Dow_Jones_Utility_Average

    The Dow Jones Utility Average (DJUA, also known as the "Dow Jones Utilities") is a stock index from S&P Dow Jones Indices that tracks the performance of 15 prominent utility companies traded in the United States.

  5. The Scariest Graph for Utility Investors Everywhere - AOL

    www.aol.com/news/2013-06-08-the-scariest-graph...

    For premium support please call: 800-290-4726 more ways to reach us

  6. Template:Dow Jones Utility Average - Wikipedia

    en.wikipedia.org/wiki/Template:Dow_Jones_Utility...

    To change this template's initial visibility, the |state= parameter may be used: {{Dow Jones Utility Average | state = collapsed}} will show the template collapsed, i.e. hidden apart from its title bar. {{Dow Jones Utility Average | state = expanded}} will show the template expanded, i.e. fully visible.

  7. Markowitz model - Wikipedia

    en.wikipedia.org/wiki/Markowitz_model

    σ M = standard deviation of the market portfolio σ P = standard deviation of portfolio (R M – I RF)/σ M is the slope of CML. (R M – I RF) is a measure of the risk premium, or the reward for holding risky portfolio instead of risk-free portfolio. σ M is the risk of the market portfolio. Therefore, the slope measures the reward per unit ...

  8. Expected utility hypothesis - Wikipedia

    en.wikipedia.org/wiki/Expected_utility_hypothesis

    The classic counter example to the expected value theory (where everyone makes the same "correct" choice) is the St. Petersburg Paradox. [3] In empirical applications, several violations of expected utility theory are systematic, and these falsifications have deepened our understanding of how people decide.

  9. Portfolio optimization - Wikipedia

    en.wikipedia.org/wiki/Portfolio_optimization

    An example of the former would be choosing the proportions placed in equities versus bonds, while an example of the latter would be choosing the proportions of the stock sub-portfolio placed in stocks X, Y, and Z. Equities and bonds have fundamentally different financial characteristics and have different systematic risk and hence can be viewed ...