aver dato notazioni e definizioni, viene esposto il Terema fondamentale dell'Asset Pricing, il Risk-Neutral Pricing e le … relationships leading to the "Fundamental Theorem of Asset Pricing" and the "Risk Neutral Pricing" are set, followed by the "no …

"capital market line", se esiste un'attività risk-free o una curva se vi sono solo attività rischiose. Il CAPM non è altro che … line", when there is a risk-free asset or a curve when there are only risky assets. The CAPM is nothing else than the first … return of any financial asset towards the excess risk present on the market. Consequently, this regression calculates the …

su una interazione tra effetti di breve periodo (modelli alla Capm di un ipotetico fondo di investimenti in titoli … bonds (described through CAPM-like model) and medium-long term behavior of main macro-economic fundamentals (debt and …

operating income, equity and leverage. Institutional investors have a significant exposure to UEN risk capital and debt: if the … transition process towards a low-carbon system is faster than expected by the market, the risk that these weaknesses may spread … across the financial system shouldn't be underestimated. Analyses based on risk-premium factor models show that there was a …