CAPITAL ASSET PRICING MODEL

(CAMP) (модель ценообразования капитальных активов) Математическая модель, используемая в теории портфеля ценных бумаг (portfolio theory), в которой доход (Е) от инвестиций выражается через ожидаемую окупаемость (rт) рыночных портфельных инвестиций (см.: Markowitz model (модель Марковица)) и коэффициент “бета” (beta), т.е. E= R (rm-R), где R-это очищенный от риска доход.

Финансы: Оксфордский толковый словарь. — М.: Весь Мир. . 1998.

Смотреть что такое "CAPITAL ASSET PRICING MODEL" в других словарях:

  • 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) An economic theory that describes the relationship between risk and expected return, and serves as a model for the pricing of risky securities. The CAPM asserts that the only risk that is priced by rational investors is systematic risk,… …   Financial and business terms

  • Capital asset pricing model — Modèle d évaluation des actifs financiers Pour les articles homonymes, voir CAPM. Le Modèle d évaluation des actifs financiers (MEDAF), traduction approximative[1] de l anglais Capital Asset Pricing Model (CAPM) fournit une estimation de valeur… …   Wikipédia en Français

  • capital asset pricing model — Econ a model of the market used to assess the cost of capital for a company based on the rate of return on its assets. EXAMPLE The capital asset pricing model holds that the expected return of a security or a portfolio equals the rate on a risk… …   The ultimate business dictionary

  • Capital Asset Pricing Model — Das Capital Asset Pricing Model (CAPM) (zu deutsch: Preismodell für Kapitalgüter bzw. Kapitalgutpreismodell) ist ein Kapitalmarktgleichgewichtsmodell, das die Portfoliotheorie um die Frage erweitert, welcher Teil des Gesamtrisikos eines… …   Deutsch Wikipedia

  • Capital Asset Pricing Model — El Capital Asset Pricing Model, o CAPM (trad. lit. modelo de valuación de activos de capital) es un modelo frecuentemente utilizado en la economía financiera. Sugiere que, cuanto mayor es el riesgo de invertir en un activo, tanto mayor debe ser… …   Enciclopedia Universal

  • capital asset pricing model — kapitalo įkainojimo modelis statusas T sritis turto vertinimas apibrėžtis Modelis, pagal kurį akcijų ar akcijų portfelio kapitalo kaina yra lygi nerizikingai palūkanų normai, pridėjus akcijų ar akcijų portfelio sistemos riziką atitinkantį rizikos …   Lithuanian dictionary (lietuvių žodynas)

  • 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 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 theoretical framework in financial economics for analysis of the relationships between the *risks and *returns of securities. CAPM suggests that securities’ *prices tend to adjust to ensure that securities’ returns adequately reward… …   Auditor's dictionary

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