Frederic P. Miller:Capital Asset Pricing Model
- edizione con copertina flessibile ISBN: 9786130263430
[ED: Taschenbuch], [PU: Alphascript Publishing], Neuware - In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of a… Altro …
[ED: Taschenbuch], [PU: Alphascript Publishing], Neuware - In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well-diversified portfolio, given that asset's non-diversifiable risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics., DE, [SC: 2.00], Neuware, gewerbliches Angebot, 220x150x7 mm, 124, [GW: 184g], PayPal, Offene Rechnung, Banküberweisung, Sofortüberweisung, Internationaler Versand<
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Frederic P. Miller:Capital Asset Pricing Model
- edizione con copertina flessibile ISBN: 9786130263430
[ED: Taschenbuch], [PU: Alphascript Publishing], Neuware - In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of a… Altro …
[ED: Taschenbuch], [PU: Alphascript Publishing], Neuware - In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well-diversified portfolio, given that asset's non-diversifiable risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics., DE, [SC: 0.00], Neuware, gewerbliches Angebot, 220x150x7 mm, 124, [GW: 184g], PayPal, Offene Rechnung, Banküberweisung, Internationaler Versand<
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ESEMPIO
Frederic P. Miller:Capital Asset Pricing Model
- edizione con copertina flessibile 2009, ISBN: 6130263430
[EAN: 9786130263430], Neubuch, [PU: Alphascript Publishing Dez 2009], Neuware - In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate require… Altro …
[EAN: 9786130263430], Neubuch, [PU: Alphascript Publishing Dez 2009], Neuware - In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well-diversified portfolio, given that asset's non-diversifiable risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics. 124 pp. Englisch, Books<
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(*) Libro esaurito significa che il libro non è attualmente disponibile in una qualsiasi delle piattaforme associate che di ricerca.
ESEMPIO
Frederic P. Miller:Capital Asset Pricing Model
- edizione con copertina flessibile 2009, ISBN: 6130263430
[EAN: 9786130263430], Neubuch, [PU: Alphascript Publishing Dez 2009], Neuware - In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate require… Altro …
[EAN: 9786130263430], Neubuch, [PU: Alphascript Publishing Dez 2009], Neuware - In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well-diversified portfolio, given that asset's non-diversifiable risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics. 124 pp. Englisch<
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Capital Asset Pricing Model
- nuovo libroISBN: 9786130263430
In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well-di… Altro …
In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well-diversified portfolio, given that asset's non-diversifiable risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics. Bücher, Hörbücher & Kalender / Bücher / Sachbuch / Wirtschaft<
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