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7 relations: Arbitrage pricing theory, Capital asset pricing model, Cobb–Douglas production function, Explanation, Market sentiment, Modern portfolio theory, Roy's safety-first criterion.
Arbitrage pricing theory
In finance, arbitrage pricing theory (APT) is a general theory of asset pricing that holds that the expected return of a financial asset can be modeled as a linear function of various factors or theoretical market indices, where sensitivity to changes in each factor is represented by a factor-specific beta coefficient.
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Capital asset pricing model
In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio.
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Cobb–Douglas production function
In economics and econometrics, the Cobb–Douglas production function is a particular functional form of the production function, widely used to represent the technological relationship between the amounts of two or more inputs (particularly physical capital and labor) and the amount of output that can be produced by those inputs.
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Explanation
An explanation is a set of statements usually constructed to describe a set of facts which clarifies the causes, context, and consequences of those facts.
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Market sentiment
Market sentiment (also investor attention) is the general prevailing attitude of investors as to anticipated price development in a market.
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Modern portfolio theory
Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk.
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Roy's safety-first criterion
Roy's safety-first criterion is a risk management technique that allows an investor to select one portfolio rather than another based on the criterion that the probability of the portfolio's return falling below a minimum desired threshold is minimized.
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References
[1] https://en.wikipedia.org/wiki/Behavioral_portfolio_theory
