- portfolio. The
model takes into
account the ****et's
sensitivity to non-
diversifiable risk (also
known as
systematic risk or
market risk),
often represented...
-
pricing model introduced the
concepts of
diversifiable and non-
diversifiable risk.
Synonyms for
diversifiable risk are
idiosyncratic risk, unsystematic...
-
portfolio when it is
added in
small quantity. It
refers to an ****et's non-
diversifiable risk,
systematic risk, or
market risk. Beta is not a
measure of idiosyncratic...
- of
return of an
individual security as a
function of systematic, non-
diversifiable risk. The risk of an
individual risky security reflects the volatility...
-
willingly incurred nor are they
revenue driven. Moreover, they are not
diversifiable and
cannot be laid off. This
means that as long as people, systems,...
-
diversification (specific
risks "cancel out").
Specific risk is also
called diversifiable, unique, unsystematic, or
idiosyncratic risk.
Systematic risk (a.k.a...
- rate in
statistics ("Type II" error) the beta coefficient, the non-
diversifiable risk, of an ****et in
mathematical finance the
sideslip angle of an airplane...
-
adjudged by the
financial and non-market (
diversifiable) risks, with a
contingency for the
market (non-
diversifiable) risks, for the
specified types of the...
- Template: "Specific
risks in finance,
diversifiable and limited."...
- \beta _{iM}} : the beta of the portfolio. εi,t : the non-systematic or
diversifiable, non-market or
idiosyncratic risk It can be
shown that in an efficient...
