解析 A A is correct. Security market indexes are used as proxies for measuring market or systematic risk, not as measures of systemic risk.[释义] 证券市场指数可以作为替代衡量市场或系统性风险的指标,而不是直接用来衡量系统性风险。反馈 收藏 ...
Beta coefficient as a measure of systematic riskKowalska,KatarzynaTheoretical Journal of Accounting
We introduce SRISK to measure the systemic risk contribution of a financial firm. SRISK measures the capital shortfall of a firm conditional on a severe market decline, and is a function of its size, leverage and risk. We use the measure to study top financial institutions in the recent finan...
Beta, also known as the beta coefficient, is a measure of the volatility, orsystematic risk, of a security or a portfolio, compared to the market as a whole. Beta is calculated usingregressionanalysis and it represents the tendency of an investment's return to respond to movements in the m...
Types of Financial Risk Every saving and investment action involves different risks and returns. In general, financial theory classifies investment risks affecting asset values into two categories:systematic riskandunsystematic risk. Broadly speaking, investors are exposed to both systematic and unsystematic...
The Treynor measure is correctly defined as a measure of a fund’s: A. return earned compared to its systematic risk. B. return earned compared to its unsystematic risk. C. excess earned compared to its systematic risk. D. excess return earned compared to its total risk. 相关知识点: 试...
Risk premia relate to the compensation that investors expect to receive for bearing risks. The analysis, however, is complicated by the fact that neither the premia nor their main drivers are directly observable. Inferences are typically made on the basis of comparisons between the prices of ...
Despite this important role, there is no systematic study of the RTT measurement pro-cess that we know of, where the problems involved in the measurement procedure have been studied, e.g., measure-ment accuracy under path congestion. The RTT of a path is usually estimated as the minimum of...
A measure that describes the risk of an investment project relative to other investments in general is known as the "beta." Beta is a key financial metric used in investment analysis, particularly in the context of the Capital Asset Pricing Model (...
Another name for Market risk is “Systematic risk,” which affects the entire financial market as a whole. Hence, these are beyond the control of any individual or organization. Such risk can be controlled or curtailed by various strategies. The strategies may call for diversifying the various ...