Sentences with phrase «financial asset pricing models»
«Data - Snooping Biases in Tests of Financial Asset Pricing Models.»
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The capital asset pricing model was the work of financial economist (and later, Nobel laureate in economics) William Sharpe, set out in his 1970 book «Portfolio Theory and Capital Markets.»
Capital asset pricing model (CAPM): a financial model that attempts to describe the relationship between an investment's risk and its expected rate of return
Capital asset pricing model (CAPM) The capital asset pricing model has been widely used for many years by the global financial services industry to try and predict the returns you should expect from a stock.
These blind spots are distorted reflections of the perfect market assumptions underpinning the canonical theories of financial economics: modern portfolio theory; the Modigliani and Miller capital structure irrelevancy principle; the capital asset pricing model and, perhaps most importantly, the efficient market hypothesis.
He has 13 years of experience of developing consulting and software solutions in financial modelling, pricing and risk analytics for the insurance, pension and asset management communities.
Developed appropriate cost of capital given economic cycles, industry trends, and historical financial performance with Capital Asset Pricing model, Build - Up model, and Weighted Average Cost of Capital.
Business & Management Competencies Financial Modeling • Portfolio Management • Relationship Building • Forecasting • Business Development Recapitalizations • Credit Risk Management • Acquisition Financing • Debt Financing / Structuring • Leverage Buyouts • Business / Financial Analysis • Capital Markets / Derivatives • Due Diligence • Foreign Exchange Loan Documentation / Negotiations • Asset Securitizations • Audit / Compliance • Public Finance • Financial Planning • Profit Analysis • Compliance • Strategic Planning • Pricing Analysis • Team Leadership / Motivation Client Services • Statistical Modeling / Trend Analysis • Market Trends • Budget Management