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
- 101. ??????????? Value-at-Risk ???????? ?????????? ??????? ?? ???????????? ????????? ?????? ????????
??????????? ??????? ??????????????? ?????? ???????????? ????????? ???????? ?????????? ??????? ?? ?????? ?????????? ?????? ????????? ?? ?????? ??????????? Value-at-Risk ????????. ??????? ?????? ????????? ???????? ?????????? ???????, ?? ???????????????.
??????, добавлен 30.07.2016 The review of banking sector of the United Kingdom (AAA/Stable/A-1+ unsolicited ratings) under updated Banking Industry Country Risk Assessment (BICRA) methodology. Peer BICRA scores. Analysis of government support of banking system in United Kingdom.
???????, добавлен 19.11.2012The main advantages of unstructured text data, their use in the political and economic areas. Research of connection between the online-news headlines and the activities of the financial market. Using of linear regression models for predicts log-returns.
???????? ??????, добавлен 28.08.2016?????????? ?????????? ? ??? ???????? ?? ??????????? ???? ????????: ??????????? ? ????????. ?????? ???????? ?????????????? ???????. ?????? ????????? ??????????? ??????? (CAPM). ???????? ??????? ? ???????????? (???????????) ??????, ?????????? ?????.
???????????, добавлен 22.10.2014- 105. ???????? ??????????? ?????????? ?????? ?????? ?????????????? ??????????????? ??????, ??? ??????????
???????? ??????? ?????????? ? ???????????? ????????. ??????????? ????????: ????????? ??? ? ?????. ???????????????? ????????????? ????? ????? ????????? ? ???????????. ?????????? CAPM (?????? ??????????????? ???????) ??? ?????????? ????????? ????????.
???????? ??????, добавлен 22.01.2016 The study of the phenomenon of momentum at Taiwan market and investigates the relations between momentum strategies and volatility. Display information on share price momentum. Use of price dynamics as an index for building investment portfolios.
??????, добавлен 27.09.2016Categories "working capital", "current funds". The relationship of categories, the classification of current assets of the enterprise. The composition, structure and dynamics of working capital of the enterprises of the food industry in Odessa region.
??????, добавлен 06.10.2018?????? ???????????????? ????????? ???????? ? ????????? ???????????? ???????? ?? ?????? CAPM, ???????? ????????? ????? ????? ????????. ?????? ????????? ??????????? ? ?????????? ??? ??????????????, ??????????? ? ??????????????????, ??????? ??????????.
???????????? ??????, добавлен 26.07.2013?????? ?????? ?????? ?????????? ?????????? ??????? ??? ?????? ??? ????????? ?????????? ?????????? ?? ?????????? ??????????? ? ??????, ??????????? ??? ???????????? ? ????????????? ?????????????? ? ?????: ?????????? ???? (???? ???????????????? ?????).
???????????? ??????, добавлен 25.03.2014???????? ???????? ?????? CAPM ? ???????? ??????? ??????????, ?????? ????????????? ?? ?????????? ?? ??????? ?????????? ?????????, ???????????? ? ??????????, ???????????. ?????? ????????? ???????????? ???????? ? ?????????? ??????? ???????????? ???????????.
??????, добавлен 27.08.2022Blockchain as one of the most discussed technologies that opens new perspectives for financial institutions and their clients. Changing the landscape of the financial market, providing the benefits of transparency, security and speed of transactions.
??????, добавлен 20.07.2024Approaches 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.
??????, добавлен 30.07.2018???????? ???????????? ?????. ???????????? ?????? ?????? ?????????????: ?????? CAPM, ??????????? ????? ? ??????????? ???????? ? ????? ????????. ???????? ?????? ?????????????. ??????????? ????????? ??????????. ?????????????? ??????????????? ?????????.
????????? ??????, добавлен 17.08.2020??????? ???? ????????, ?????? ??? ????????? ? ??????????? ?????????. ?????? ??????????????? ???????? CAPM. ?????, ???????????? ?????? ?? ????. ????????????? ????? ??????? "???????????????? ????????? ????????". ?????? ????????? ???????? ?????????-???????.
???????? ??????, добавлен 19.01.2012Infrastructure 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.
??????, добавлен 30.01.2017Analysis 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.
??????, 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.
??????, добавлен 19.03.2024Objectives 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.
??????, добавлен 27.08.2016Substantiation 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.
??????????? ??????, 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.
??????, 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.
??????, добавлен 01.02.2013- 122. 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.
????????? ??????, добавлен 26.08.2016 ?????? ??????? ???????? ??????????? ??????? ?????????? ??????????? ??????? ? ?? ??????. ??????? ?????????????? ??????????????? ??????? ??? ?????. ???????? ????? ?????? ??????? ?????????? ??????????? ???????, ???????????? ?? ??????? NPV. ?????? ????.
??????, добавлен 02.12.2012Intermediaries between those who have excess funds and those who need financing. Application of artificial intelligence systems in building a model for forecasting financial indicators based on a data set. Comparative analysis of forecasting methods.
??????, добавлен 09.12.2024Role 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.
????????? ??????, добавлен 26.01.2014