Sentences with phrase «with capital asset pricing model»

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.

This is why we expect a greater return on stocks than bonds, of course; that's consistent with the capital asset pricing model and the efficient market hypothesis.

Here's how: start with the Capital Asset Pricing Model (ugh), and apply a variance operator to each side.

To calculate the equity risk premium, we can begin with the capital asset pricing model (CAPM), which is usually written:

Not exact matches

The following chart with statistics demonstrates the capital asset pricing model (CAPM) of the fund with respect to the dominant ETF in the reference portfolio:

The following chart with statistics shows how the fund performed against its benchmark ETF (since its inception) in the capital asset pricing model (CAPM):

⁴² He provides a starting point with his liquidity - adjusted capital asset pricing model (CAPM):

The EMH, and more particularly the Capital Asset Pricing Model with which it is associated, also underpin the Black - Scholes options pricing model, variants on which have been used to value and hedge options positions in all markets since its invention iPricing Model with which it is associated, also underpin the Black - Scholes options pricing model, variants on which have been used to value and hedge options positions in all markets since its invention in Model with which it is associated, also underpin the Black - Scholes options pricing model, variants on which have been used to value and hedge options positions in all markets since its invention ipricing model, variants on which have been used to value and hedge options positions in all markets since its invention in model, variants on which have been used to value and hedge options positions in all markets since its invention in 1973.

The Capital Asset Pricing Model implies that assets with high beta should provide a higher rate of return than those with low beta.