Outline of finance and Security market line

Shortcuts: Differences, Similarities, Jaccard Similarity Coefficient, References.

Difference between Outline of finance and Security market line

Outline of finance vs. Security market line

The following outline is provided as an overview of and topical guide to finance: Finance – addresses the ways in which individuals and organizations raise and allocate monetary resources over time, taking into account the risks entailed in their projects. Security market line (SML) is the representation of the capital asset pricing model.

Alpha (finance)

Alpha is a measure of the active return on an investment, the performance of that investment compared with a suitable market index.

Alpha (finance) and Outline of finance · Alpha (finance) and Security market line · See more »

Capital allocation line

Capital allocation line (CAL) is a graph created by investors to measure the risk of risky and risk-free assets.

Capital allocation line and Outline of finance · Capital allocation line and Security market line · See more »

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.

Capital asset pricing model and Outline of finance · Capital asset pricing model and Security market line · See more »

Capital market line

Capital market line (CML) is the tangent line drawn from the point of the risk-free asset to the feasible region for risky assets.

Capital market line and Outline of finance · Capital market line and Security market line · See more »

Efficient frontier

In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the 'efficient' parts of the risk-return spectrum.

Efficient frontier and Outline of finance · Efficient frontier and Security market line · See more »

Efficient-market hypothesis

The efficient-market hypothesis (EMH) is a theory in financial economics that states that asset prices fully reflect all available information.

Efficient-market hypothesis and Outline of finance · Efficient-market hypothesis and Security market line · See more »

Investment management

Investment management is the professional asset management of various securities (shares, bonds and other securities) and other assets (e.g., real estate) in order to meet specified investment goals for the benefit of the investors.

Investment management and Outline of finance · Investment management and Security market line · See more »

Market portfolio

Market portfolio is a portfolio consisting of a weighted sum of every asset in the market, with weights in the proportions that they exist in the market, with the necessary assumption that these assets are infinitely divisible.

Market portfolio and Outline of finance · Market portfolio and Security market line · See more »

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.

Modern portfolio theory and Outline of finance · Modern portfolio theory and Security market line · See more »

Risk-free interest rate

The risk-free interest rate is the rate of return of a hypothetical investment with no risk of financial loss, over a given period of time.

Outline of finance and Risk-free interest rate · Risk-free interest rate and Security market line · See more »

Security characteristic line

Security characteristic line (SCL) is a regression line, plotting performance of a particular security or portfolio against that of the market portfolio at every point in time.

Outline of finance and Security characteristic line · Security characteristic line and Security market line · See more »

Stock selection criterion

Stock selection criteria or stock picking is a multi-method technique for investing when specifically dealing with stocks (equity markets).

Outline of finance and Stock selection criterion · Security market line and Stock selection criterion · See more »

Systematic risk

In finance and economics, systematic risk (in economics often called aggregate risk or undiversifiable risk) is vulnerability to events which affect aggregate outcomes such as broad market returns, total economy-wide resource holdings, or aggregate income.

Outline of finance and Systematic risk · Security market line and Systematic risk · See more »

Treynor ratio

The Treynor ratio (sometimes called the reward-to-volatility ratio or Treynor measure), named after Jack L. Treynor, is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk (e.g., Treasury bills or a completely diversified portfolio), per each unit of market risk assumed.

Outline of finance and Treynor ratio · Security market line and Treynor ratio · See more »