Risk and Return
Markowitz portfolio theory. Risk and return relationship. Validity and the role of the CAPM. Efficient frontier. Security market line. Capital asset pricing model. Testing the CAPM. Consumption betas with market betas and the arbitrage pricing theory.
Подобные документы
Approaches to the establishment of a financial center, especially in terms of legal regulation, the Abu Dhabi Global Market (ADGM), Qatar Financial Center (QFC) and the Dubai International Financial Center (DIFC). ADGM and DIFC as financial-free zones.
статья, добавлен 30.07.2018Изучение сущности модели CAPM и основные вопросы построения, оценка эффективности ее применения на примере управления портфелем, преимущества и недостатки, модификации. Оценка стоимости собственного капитала и финансовых активов современного предприятия.
статья, добавлен 27.08.2022Infrastructure of the credit market in Poland. Easy access of farmers to banking services. Cooperative and commercial banks, their role in providing agricultural loans. Creditworthiness of farmers during the country's accession to the European Union.
статья, добавлен 30.01.2017Гипотеза эффективного рынка. Традиционные модели оценки эффективности: Модель CAPM, коэффициент Шарпа и коэффициент Трейнора и Альфа Дженсена. Условная оценка эффективности. Добавленная стоимость управления. Характеристика рассматриваемых стратегий.
дипломная работа, добавлен 17.08.2020Понятие цены капитала, анализ его структуры и определение стоимости. Теория ценообразования капитала CAPM. Метод, использующий премию за риск. Экономический смысл термина "средневзвешенная стоимость капитала". Теории структуры капитала Модильяни-Миллера.
курсовая работа, добавлен 19.01.2012Objectives of the pension system. Individual objectives. Public policy objectives. Pillars of the pension system. Defined benefit, defined contribution, notional defined contribution. non-actuarial fairness. Market failure. Impact of the pension system.
статья, добавлен 27.08.2016Analysis of the forecasting tax revenues in the budget system as a key tool for implementing the state tax policy. Characteristic of graphic model of influence of economic indicators on tax revenues and tax revenues on indicators of economic dynamism.
статья, добавлен 01.02.2022Carries out the scientific and methodological analysis of the role of institutional theory in the budget research. The study of the military funding as a component of the country's budget system necessitates the use of the methodological toolkit.
статья, добавлен 19.03.2024Substantiation of necessity of financial analysis, on the example of a commercial firm. The role of analysis for raising capital in the company. Development of recommendations to improve the external and internal financing and increase your profits.
контрольная работа, добавлен 16.10.2013Development of recommendations for participants in the international currency market and monetary authorities. Characteristics of the exchange rate model of the digital currency of the BRICS countries, organization of payment and settlement exchange.
статья, добавлен 18.04.2022The concept of the Local Volatility. The products which call for more accurate forecast of options pricing - is a significant business in financial world. The questions regarding local volatility is the mathematical background of the local volatility.
статья, добавлен 01.02.2013- 112. The profitability of trading strategies in the currency market that are based on the Taylor rule
Building a strategy based on the difference in interest rates and the month forward prediction of exchange rates. Evaluation of profitability of carry trades, based on the Taylor model’s modifications analyzed for predictability by Molodtsova and Papell.
дипломная работа, добавлен 26.08.2016 Анализ проблем создания эффективной системы управления финансовыми рисками и ее оценки. Краткая характеристика адаптированного подхода Роя Доджа. Основные этапы оценки системы управления финансовыми рисками, базирующиеся на анализе NPV. Модель САРМ.
статья, добавлен 02.12.2012Role and importance of the state budget in the national economy in a market economy. Revenues and expenditures of the state budget, their balance and execution problems. Intergovernmental relations: current situation, problems and their solutions.
дипломная работа, добавлен 26.01.2014The role of debt in motivating organizational efficiency at the enterprise. Evidence from financial restructuring, leveraged buyout and going private transactions, the oil industry. Takeovers in the oil industry. Free cash flow theory of takeovers.
статья, добавлен 09.09.2012Теоретические основы оценки финансовых активов. Модель оценки доходности финансовых активов (CAPM): подходы к расчету. Сущность, виды и критерии риска. Методы управления риском. Основные этапы, критерии и правила принятия инвестиционных решений.
курсовая работа, добавлен 19.05.2016The prospects of Ukraine's tax security development through its constituent mechanisms. The process of increasing the efficiency of the tax system mechanisms. The synergy effect of simultaneously improving each component of the tax security mechanism.
статья, добавлен 09.05.2018All corporate liabilities can be viewed as combinations of options, the formula and the analysis that led to it are also applicable to corporate liabilities such as common stock, corporate bonds, warrants. The valuation formula. An alternative derivation.
статья, добавлен 09.09.2012Causes of crises are considered. Theoretical, methodological investigation on the detection between the current weakly managed mobility of international capital flows, permanent crisis are provided. Necessity of control over international capital flows.
статья, добавлен 14.08.2016Valuation of the company's capital assets. Advantages of conducting financial transactions based on blockchain technology. Increasing the efficiency of management of the organization's capital cost. Analysis of real options and discounted cash flows.
статья, добавлен 11.12.2023SWOT-analysis of venture activity investment environment for industrial facilities. Major features of the conceptual model for industrial company which can be used when targeting investors. A scheme of relationships between investor and venture company.
статья, добавлен 15.05.2018Theoretical and practical aspects of ensuring the financial security of Ukraine, the main macroeconomic indicators that determine the level of economic security. Factors that determine current level of financial security and the level of their influence.
статья, добавлен 25.01.2022- 123. A study of the factors influencing the capital structure choice for russian financial organizations
The study of the capital structure determinants for the banking organizations operating in the Russian Federation. The goal of this study is to determine factors that influence the capital structure decisions made by the management of the Russian banks.
дипломная работа, добавлен 28.11.2019 Building the continuous linear model of international trade. Follow-up with given the rules of the contractual relationship continuously in time, commodity-money flows between the participants. Better planning of contractual relations and their control.
статья, добавлен 27.06.2016The essence of the company's tax risks from the point of view of the state and taxpayers, since they pursue opposite goals in the process of distributing the gross domestic product. The types of losses they will receive in the event of tax risks.
статья, добавлен 04.09.2023