One of the methods used to more accurately predict the relationship between risk and expected return from an investment. – See formulas, financial mathematics, Modigliani-Miller theorem. – Cf. Monthly Report of the Deutsche Bundesbank, July 2002, pp. 57 f. (explanation).
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Passende Formel
Capital Asset Pricing Model (CAPM)
Die erwartete Eigenkapitalrendite aus systematischem Risiko ableiten.
Variablen: rf risikofreier Zins; β Betafaktor; rM Marktrendite.
Anwendung: Für Eigenkapitalkosten, Bewertung und risikoadjustierte Renditeforderungen.