capital asset pricing model (CAPM)
- capital asset pricing model (CAPM)
-
фр.
modèle d'équilibre des actifs financiers (MEDAF): modéle d'évaluation des actifs financiers (MEDAF)
исп.
modelo de valoración de activos financieros
модель определения стоимости финансовых активов
Математическая модель, с помощью которой пытаются объяснить, как будут формироваться курсы ценных бумаг, если одновременно учесть и их относительную рисковость, и доход от нерисковых активов. В модели используется коэффициент «бета».
Финансы и долги. — М.: Весь мир.
1997.
Смотреть что такое "capital asset pricing model (CAPM)" в других словарях:
Capital Asset Pricing Model - CAPM — A model that describes the relationship between risk and expected return and that is used in the pricing of risky securities. The general idea behind CAPM is that investors need to be compensated in two ways: time value of money and risk. The… … Investment dictionary
International Capital Asset Pricing Model (CAPM) — A financial model that extends the concept of the capital asset pricing model (CAPM) to international investments. The standard CAPM pricing model is used to help determine the return investors require for a given level of risk. When looking at… … Investment dictionary
Capital Asset Pricing Model — Saltar a navegación, búsqueda El Capital Asset Pricing Model, o CAPM (trad. lit. Modelo de Fijación de precios de activos de capital) es un modelo frecuentemente utilizado en la economía financiera. El modelo es utilizado para determinar la tasa… … Wikipedia Español
Capital asset pricing model — 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… … Wikipedia
Capital asset pricing model — Modèle d évaluation des actifs financiers Pour les articles homonymes, voir CAPM. Le Modèle d évaluation des actifs financiers (MEDAF), traduction approximative[1] de l anglais Capital Asset Pricing Model (CAPM) fournit une estimation de valeur… … Wikipédia en Français
Capital Asset Pricing Model — Das Capital Asset Pricing Model (CAPM) (zu deutsch: Preismodell für Kapitalgüter bzw. Kapitalgutpreismodell) ist ein Kapitalmarktgleichgewichtsmodell, das die Portfoliotheorie um die Frage erweitert, welcher Teil des Gesamtrisikos eines… … Deutsch Wikipedia
Capital asset pricing model (CAPM) — An economic theory that describes the relationship between risk and expected return, and serves as a model for the pricing of risky securities. The CAPM asserts that the only risk that is priced by rational investors is systematic risk, because… … Financial and business terms
Capital Asset Pricing Model (CAPM) — 1. Begriff: Auf der ⇡ Portefeuilletheorie basierendes Modell des ⇡ Kapitalmarktes zur Erklärung von Wertpapierrenditen und zur Ableitung von Handlungsempfehlungen; theoretische Alternative u.a. zur ⇡ Arbitrage Pricing Theorie (APT). 2. Grundlagen … Lexikon der Economics
capital asset pricing model — ( CAPM) An economic theory that describes the relationship between risk and expected return, and serves as a model for the pricing of risky securities. The CAPM asserts that the only risk that is priced by rational investors is systematic risk,… … Financial and business terms
Capital Asset Pricing Model — El Capital Asset Pricing Model, o CAPM (trad. lit. modelo de valuación de activos de capital) es un modelo frecuentemente utilizado en la economía financiera. Sugiere que, cuanto mayor es el riesgo de invertir en un activo, tanto mayor debe ser… … Enciclopedia Universal
Consumption Capital Asset Pricing Model - CCAPM — A financial model that extends the concepts of the capital asset pricing model (CAPM) to include the amount that an individual or firm wishes to consume in the future. The CCAPM uses consumption measures, in terms of a consumption beta, in its… … Investment dictionary
