-
pricing model introduced the
concepts of
diversifiable and non-
diversifiable risk.
Synonyms for
diversifiable risk are
idiosyncratic risk, unsystematic...
- portfolio. The
model takes into
account the ****et's
sensitivity to non-
diversifiable risk (also
known as
systematic risk or
market risk),
often represented...
- Template: "Specific
risks in finance,
diversifiable and limited."...
- of
return of an
individual security as a
function of systematic, non-
diversifiable risk. The risk of an
individual risky security reflects the volatility...
-
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...
-
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...
- a
nondiversifiable or
systematic risk εi,t is the non-systematic or
diversifiable, non-market or
idiosyncratic risk RM,t is the
return to
market portfolio...
- industries,
sectors and
market capitalization bands and
hedging against un-
diversifiable risk such as
market risk. In
addition to
being required of the portfolio...
-
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,...
- 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...
