undiversifiable risk

undiversifiable risk
Related: systematic risk

Financial and business terms. 2012.

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Look at other dictionaries:

  • Undiversifiable risk — Related: Systematic risk Unemployment rate The ratio of the number of people classified as unemployed to the total labor force. The New York Times Financial Glossary …   Financial and business terms

  • undiversifiable risk — See systematic risk …   Big dictionary of business and management

  • systematic risk — The risk affecting a market in general; for example, if the government s monetary and fiscal policies create inflation, price levels rise, affecting the entire market in much the same way, thus creating a systematic risk. Stock index futures can… …   Financial and business terms

  • Systematic risk — Also called undiversifiable risk or market risk, the minimum level of risk that can be obtained for a portfolio by means of diversification across a large number of randomly chosen assets. Related: unsystematic risk. The New York Times Financial… …   Financial and business terms

  • 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

  • Arbitrage pricing theory — (APT), in finance, is a general theory of asset pricing, that has become influential in the pricing of shares. APT holds that the expected return of a financial asset can be modeled as a linear function of various macro economic factors or… …   Wikipedia

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