zerobetacapmwiki

Infinance,thebetaisastatisticthatmeasurestheexpectedincreaseordecreaseofanindividualstockpriceinproportiontomovementsofthestock ...,2020年12月15日—Betaisameasureofsystematicrisk,whichreferstotheriskinherenttotheentirefinancialmarket.Thisistheriskthatyoucannotgetrid ...,2022年11月7日—Infinance,thebetaisameasureofhowanindividualassetmoves(onaverage)whentheoverallstockmarketincreasesordecreases.,...

參考資訊如下
Beta (finance)

In finance, the beta is a statistic that measures the expected increase or decrease of an individual stock price in proportion to movements of the stock ...

Beta and CAPM

2020年12月15日 — Beta is a measure of systematic risk, which refers to the risk inherent to the entire financial market. This is the risk that you cannot get rid ...

Beta

2022年11月7日 — In finance, the beta is a measure of how an individual asset moves (on average) when the overall stock market increases or decreases.

Capital asset pricing model

Fischer Black (1972) developed another version of CAPM, called Black CAPM or zero-beta CAPM, that does not assume the existence of a riskless asset. This ...

CAPM

2023年10月20日 — ... beta of zero and an expected return equal to the risk-free rate. 2. β = 1: An asset that moves with a volatility of returns exactly equal to ...

File

There are no pages that use this file. File usage on other wikis. The following other wikis use this file: Usage on ja.wikipedia.org. 資本 ...

The Zero

由 S Di Tella 著作 · 2024 · 被引用 2 次 — We use equity returns to construct a time-varying measure of the interest rate that we call the zero-beta rate: the expected return of a stock portfo-.

Zero-Beta Portfolio

A zero-beta portfolio is a portfolio constructed to have zero systematic risk, or in other words, a beta of zero. A zero-beta portfolio would have the same ...