DBpedia – Linked Data Fragments

Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/Capital_asset_pricing_model> ?p ?o }

• Capital_asset_pricing_model abstract "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 (β) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. CAPM “suggests that an investor’s cost of equity capital is determined by beta.”The CAPM was introduced by Jack Treynor (1961, 1962), William F. 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 1990 Nobel Memorial Prize in Economics for this contribution to the field of financial economics. 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 version was more robust against empirical testing and was influential in the widespread adoption of the CAPM.Despite its empirical flaws and the existence of more modern approaches to asset pricing and portfolio selection (such as arbitrage pricing theory and Merton's portfolio problem), the CAPM still remains popular due to its simplicity and utility in a variety of situations.".
• Capital_asset_pricing_model thumbnail CAPM-SML.svg?width=300.
• Capital_asset_pricing_model wikiPageExternalLink abstract=628187.
• Capital_asset_pricing_model wikiPageExternalLink www.joim.com.
• Capital_asset_pricing_model wikiPageID "163062".
• Capital_asset_pricing_model wikiPageLength "27166".
• Capital_asset_pricing_model wikiPageOutDegree "87".
• Capital_asset_pricing_model wikiPageRevisionID "682090533".
• Capital_asset_pricing_model wikiPageWikiLink Arbitrage_pricing_theory.
• Capital_asset_pricing_model wikiPageWikiLink Asset.
• Capital_asset_pricing_model wikiPageWikiLink Avanidhar_Subrahmanyam.
• Capital_asset_pricing_model wikiPageWikiLink Barclays_Wealth.
• Capital_asset_pricing_model wikiPageWikiLink Behavioral_economics.
• Capital_asset_pricing_model wikiPageWikiLink Behavioral_finance.
• Capital_asset_pricing_model wikiPageWikiLink Behavioral_portfolio_theory.
• Capital_asset_pricing_model wikiPageWikiLink Beta_(finance).
• Capital_asset_pricing_model wikiPageWikiLink Buffalo,_New_York.
• Capital_asset_pricing_model wikiPageWikiLink Category:Finance_theories.
• Capital_asset_pricing_model wikiPageWikiLink Category:Financial_markets.
• Capital_asset_pricing_model wikiPageWikiLink Category:Mathematical_finance.
• Capital_asset_pricing_model wikiPageWikiLink Category:Portfolio_theories.
• Capital_asset_pricing_model wikiPageWikiLink Certainty_equivalent_pricing_formula.
• Capital_asset_pricing_model wikiPageWikiLink Coherent_risk_measure.
• Capital_asset_pricing_model wikiPageWikiLink Consumption-based_capital_asset_pricing_model.
• Capital_asset_pricing_model wikiPageWikiLink David_Hirshleifer.
• Capital_asset_pricing_model wikiPageWikiLink Diversification_(finance).
• Capital_asset_pricing_model wikiPageWikiLink Downside_risk.
• Capital_asset_pricing_model wikiPageWikiLink Efficient-market_hypothesis.
• Capital_asset_pricing_model wikiPageWikiLink Eugene_Fama.
• Capital_asset_pricing_model wikiPageWikiLink Expected_return.
• Capital_asset_pricing_model wikiPageWikiLink Fama–French_three-factor_model.
• Capital_asset_pricing_model wikiPageWikiLink File:SecMktLine.png.
• Capital_asset_pricing_model wikiPageWikiLink Financial_correlation.
• Capital_asset_pricing_model wikiPageWikiLink Financial_economics.
• Capital_asset_pricing_model wikiPageWikiLink Financial_risk.
• Capital_asset_pricing_model wikiPageWikiLink Fischer_Black.
• Capital_asset_pricing_model wikiPageWikiLink Hamadas_equation.
• Capital_asset_pricing_model wikiPageWikiLink Harry_Markowitz.
• Capital_asset_pricing_model wikiPageWikiLink Infinite_divisibility.
• Capital_asset_pricing_model wikiPageWikiLink Intertemporal_CAPM.
• Capital_asset_pricing_model wikiPageWikiLink Jack_L._Treynor.
• Capital_asset_pricing_model wikiPageWikiLink Jan_Mossin.
• Capital_asset_pricing_model wikiPageWikiLink John_Lintner.
• Capital_asset_pricing_model wikiPageWikiLink Kenneth_French.
• Capital_asset_pricing_model wikiPageWikiLink Macro_risk.
• Capital_asset_pricing_model wikiPageWikiLink Market_portfolio.
• Capital_asset_pricing_model wikiPageWikiLink Market_risk.
• Capital_asset_pricing_model wikiPageWikiLink Maslowian_portfolio_theory.
• Capital_asset_pricing_model wikiPageWikiLink Merton_Miller.
• Capital_asset_pricing_model wikiPageWikiLink Mertons_portfolio_problem.
• Capital_asset_pricing_model wikiPageWikiLink Michael_Jensen.
• Capital_asset_pricing_model wikiPageWikiLink Modern_portfolio_theory.
• Capital_asset_pricing_model wikiPageWikiLink Mutual_fund.
• Capital_asset_pricing_model wikiPageWikiLink Myron_Scholes.
• Capital_asset_pricing_model wikiPageWikiLink Nobel_Memorial_Prize_in_Economic_Sciences.
• Capital_asset_pricing_model wikiPageWikiLink Omega_ratio.
• Capital_asset_pricing_model wikiPageWikiLink Portfolio_(finance).
• Capital_asset_pricing_model wikiPageWikiLink Problem_gambling.
• Capital_asset_pricing_model wikiPageWikiLink Rate_of_return.
• Capital_asset_pricing_model wikiPageWikiLink Return_on_investment.
• Capital_asset_pricing_model wikiPageWikiLink Richard_Roll.
• Capital_asset_pricing_model wikiPageWikiLink Risk.
• Capital_asset_pricing_model wikiPageWikiLink Risk-free_bond.
• Capital_asset_pricing_model wikiPageWikiLink Risk-free_interest_rate.
• Capital_asset_pricing_model wikiPageWikiLink Risk-free_rate.
• Capital_asset_pricing_model wikiPageWikiLink Risk_management_tools.
• Capital_asset_pricing_model wikiPageWikiLink Risk_premium.
• Capital_asset_pricing_model wikiPageWikiLink Risk–return_spectrum.
• Capital_asset_pricing_model wikiPageWikiLink Rolls_critique.
• Capital_asset_pricing_model wikiPageWikiLink Security_market_line.
• Capital_asset_pricing_model wikiPageWikiLink Sensitivity_and_specificity.
• Capital_asset_pricing_model wikiPageWikiLink Single-index_model.
• Capital_asset_pricing_model wikiPageWikiLink Specific_risk.
• Capital_asset_pricing_model wikiPageWikiLink Systematic_risk.
• Capital_asset_pricing_model wikiPageWikiLink Upside_risk.
• Capital_asset_pricing_model wikiPageWikiLink Utility.
• Capital_asset_pricing_model wikiPageWikiLink Utility_function.
• Capital_asset_pricing_model wikiPageWikiLink Valuation_(finance).
• Capital_asset_pricing_model wikiPageWikiLink Variance.
• Capital_asset_pricing_model wikiPageWikiLink Volatility_arbitrage.
• Capital_asset_pricing_model wikiPageWikiLink William_F._Sharpe.
• Capital_asset_pricing_model wikiPageWikiLink File:CAPM-SML.svg.
• Capital_asset_pricing_model wikiPageWikiLink File:Markowitz_frontier.jpg.
• Capital_asset_pricing_model wikiPageWikiLinkText "CAPM model".
• Capital_asset_pricing_model wikiPageWikiLinkText "CAPM".
• Capital_asset_pricing_model wikiPageWikiLinkText "Capital Asset Pricing Model (CAPM)".
• Capital_asset_pricing_model wikiPageWikiLinkText "Capital Asset Pricing Model".
• Capital_asset_pricing_model wikiPageWikiLinkText "Capital asset pricing model".
• Capital_asset_pricing_model wikiPageWikiLinkText "Capital asset pricing model#Problems of CAPM".
• Capital_asset_pricing_model wikiPageWikiLinkText "asset appropriate discount rate".
• Capital_asset_pricing_model wikiPageWikiLinkText "capital asset pricing model (CAPM)".
• Capital_asset_pricing_model wikiPageWikiLinkText "capital asset pricing model".
• Capital_asset_pricing_model wikiPageWikiLinkText "implications".
• Capital_asset_pricing_model wikiPageWikiLinkText "premium over risk free".
• Capital_asset_pricing_model wikiPageWikiLinkText "pricing model".
• Capital_asset_pricing_model wikiPageWikiLinkText "project appropriate discount rate".
• Capital_asset_pricing_model wikiPageWikiLinkText "tangency portfolio".
• Capital_asset_pricing_model hasPhotoCollection Capital_asset_pricing_model.
• Capital_asset_pricing_model wikiPageUsesTemplate Template:Citation_needed.
• Capital_asset_pricing_model wikiPageUsesTemplate Template:Hedge_funds.

• next