Français
France
s'inscrire
Conseils d'eurolivre.fr
Livres similaires
Autres livres qui pourraient ressembler au livre recherché:
Outils de recherche
Livre conseillé
Actualités
Publicité
FILTRE
- 0 Résultats
prix le plus bas: 39,00 €, prix le plus élevé: 39,00 €, prix moyen: 39,00 €
Capital Asset Pricing Model - Miller, Frederic P. (Hrsg.) / Vandome, Agnes F. (Hrsg.) / McBrewster, John (Hrsg.)
Livre non disponible
(*)
Miller, Frederic P. (Hrsg.) / Vandome, Agnes F. (Hrsg.) / McBrewster, John (Hrsg.):
Capital Asset Pricing Model - Livres de poche

2009, ISBN: 9786130263430

[ED: Taschenbuch / Paperback], [PU: Alphascript Publishing], 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 risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics., DE, [SC: 3.70], Neuware, gewerbliches Angebot, 124, [GW: 184g], Selbstabholung und Barzahlung, PayPal, offene Rechnung, Banküberweisung, Interntationaler Versand

Nouveaux livres Booklooker.de
Syndikat Buchdienst
Frais d'envoiVersand in die Schweiz (EUR 3.70)
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.
Capital Asset Pricing Model - Miller, Frederic P. (Hrsg.) / Vandome, Agnes F. (Hrsg.) / McBrewster, John (Hrsg.)
Livre non disponible
(*)
Miller, Frederic P. (Hrsg.) / Vandome, Agnes F. (Hrsg.) / McBrewster, John (Hrsg.):
Capital Asset Pricing Model - Livres de poche

2009, ISBN: 9786130263430

[ED: Taschenbuch / Paperback], [PU: Alphascript Publishing], 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 risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics., DE, [SC: 0.00], Neuware, gewerbliches Angebot, 124, [GW: 184g], Selbstabholung und Barzahlung, PayPal, offene Rechnung, Banküberweisung, Interntationaler Versand

Nouveaux livres Booklooker.de
Syndikat Buchdienst
Frais d'envoiVersandkostenfrei, Versand nach Deutschland (EUR 0.00)
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.
Capital Asset Pricing Model - Frederic P. Miller
Livre non disponible
(*)
Frederic P. Miller:
Capital Asset Pricing Model - Livres de poche

ISBN: 9786130263430

[ED: Taschenbuch], [PU: Alphascript Publishing], Neuware - 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 risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics., DE, [SC: 23.00], Neuware, gewerbliches Angebot, 220x150x7 mm, 124, [GW: 201g], PayPal, offene Rechnung, Banküberweisung, Interntationaler Versand

Nouveaux livres Booklooker.de
Mein Buchshop
Frais d'envoiVersand in die Schweiz (EUR 23.00)
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.
Capital Asset Pricing Model - Frederic P. Miller
Livre non disponible
(*)
Frederic P. Miller:
Capital Asset Pricing Model - Livres de poche

2009, ISBN: 6130263430

ID: 20052302705

[EAN: 9786130263430], Neubuch, [PU: Alphascript Publishing Dez 2009], Neuware - 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 risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics. 124 pp. Englisch

Nouveaux livres Abebooks.de
Rheinberg-Buch, Bergisch Gladbach, Germany [53870650] [Rating: 5 (von 5)]
NEW BOOK Frais d'envoiVersandkostenfrei (EUR 0.00)
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.
Capital Asset Pricing Model - Frederic P. Miller
Livre non disponible
(*)
Frederic P. Miller:
Capital Asset Pricing Model - Livres de poche

2009, ISBN: 6130263430

ID: 20052315651

[EAN: 9786130263430], Neubuch, [PU: Alphascript Publishing Dez 2009], Neuware - 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 risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta ( ) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics. 124 pp. Englisch

Nouveaux livres Abebooks.de
Agrios-Buch, Bergisch Gladbach, Germany [57449362] [Rating: 5 (von 5)]
NEW BOOK Frais d'envoiVersandkostenfrei (EUR 0.00)
Details...
(*) Livre non disponible signifie que le livre est actuellement pas disponible à l'une des plates-formes associées nous recherche.

Détails sur le livre
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 risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta (ß) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. The model was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the Nobel Memorial Prize in Economics for this contribution to the field of financial economics.

Informations détaillées sur le livre - Capital Asset Pricing Model


EAN (ISBN-13): 9786130263430
ISBN (ISBN-10): 6130263430
Version reliée
Livre de poche
Date de parution: 2009
Editeur: Alphascript Publishing
124 Pages
Poids: 0,201 kg
Langue: eng/Englisch

Livre dans la base de données depuis 02.02.2009 04:04:59
Livre trouvé récemment le 25.07.2017 15:08:41
ISBN/EAN: 9786130263430

ISBN - Autres types d'écriture:
613-0-26343-0, 978-613-0-26343-0


< pour archiver...
Livres en relation