Sentences with phrase «riskless assets»

If the 50 % bond component is composed of short - term riskless assets, such a couch - potato portfolio is a form of «Fractional Kelly» investing.

Also, the Greek precedence indicates that EU bond holders can loose 75 % of their value, and can not be regarded as riskless assets.

It's how we're compensated for investing outside of riskless assets.

Again, the result might be at most a small rise in yields on riskless assets matched by an equivalent tightening of credit spreads.

The Black — Scholes model assumes that the market consists of at least one risky asset, usually called the stock, and one riskless asset, usually called the money market, cash, or bond.

The difference between the required rate of return on a riskless asset with the same expected life.

Then on day one, the writer will allocate (5 * ($ 100 — $ 90)-RRB- = $ 50 to the risky asset and the remaining $ 50 to the riskless asset (the bond).

Not exact matches

Why the Federal government would assume all the credit risk of a mortgage and then buy it at a healthy premium as a «riskless» asset is an interesting question.

They were holding minimum reserves because a guy named Geithner at the New York Federal Reserve ruled that since the values of the underlying assets were increasing, they could consider the loans practically «riskless» as long as they carried default insurance.

mean - variance capital asset pricing model, capital market theory, equilibrium, systematic risk, riskless borrowing, riskless lending, market efficiency

While the rest of the trading world is mired in a seemingly «riskless» environment, with implied volatility offered at historically depressed levels across most all asset classes, the cryptocurrency space is a beacon of light for the thrill seekers.