Англо-русский экономический словарь.
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 — CAPM A statistical model to explain the expected or average return on an investment. It assumes that this return will be composed of the risk free rate of return and a risk premium The risk premium is related to those systematic risks that cannot … Big dictionary of business and management
capital asset pricing model — CAPM A model that can be used to calculate the expected or average return on an investment. It assumes that this return will be composed of the risk free rate of return and a risk premium. Formally, the CAPM is based on the equation: E(Ri) = Rf + … Accounting dictionary
Capital asset — has two related meanings in the fields of accounting and financial economics. In accounting, a capital asset is an asset that is recorded on a balance sheet as capital that is, property that creates more property, e.g. a factory that creates… … Wikipedia
Arbitrage pricing theory — (APT), in finance, is a general theory of asset pricing, that has become influential in the pricing of shares. APT holds that the expected return of a financial asset can be modeled as a linear function of various macro economic factors or… … Wikipedia
Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… … Wikipedia
T-Model — The T Model is a formula that states the returns earned by holders of a company s stock in terms of accounting variables obtainable from its financial statements [ Estep, Preston W., A New Method For Valuing Common Stocks , Financial Analysts… … Wikipedia
Weighted average cost of capital — The weighted average cost of capital (WACC) is the rate that a company is expected to pay to finance its assets. WACC is the minimum return that a company must earn on existing asset base to satisfy its creditors, owners, and other providers of… … Wikipedia
Black-Litterman Model — An asset allocation model that was developed by Fischer Black and Robert Litterman of Goldman Sachs. The Black Litterman model is essentially a combination of two main theories of modern portfolio theory, the Capital Asset Pricing Model (CAPM)… … Investment dictionary
Capital structure — Gearing ratio redirects here. For the mechanical concept, see gear ratio. Finance Financial markets … Wikipedia
