Risk components and the market model: a pedagogical note
Teaching modern finance involves familiarizing the student with terms like total risk, systematic risk, unique risk, beta, and R2. Although each of these concepts may be relatively easy to communicate and digest one by one, it is harder to see their internal links. Using the logic of the market model, this note offers a simple framework for presenting the basic risk concepts in an integrated way.
Year of publication: |
1997
|
---|---|
Authors: | Bohren, Oyvind |
Published in: |
Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 7.1997, 3, p. 307-310
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Theory development processes in the social sciences: The case of stochastic choice theory
Bohren, Oyvind, (1990)
-
Capital Budgeting with Unspecified Discount Rates.
Bohren, Oyvind, (1980)
-
Corporate cross-ownership and market aggregates: Oslo stock exchange 1980-1990
Bohren, Oyvind, (1994)
- More ...