Amount the return from well diversified investments exceeding the return available from an investment that has no risks for default.
Related information about excess return on the market portfolio:
- Excess Return on the Market Portfolio financial definition of Excess ...
0.01 sec. Excess return on the market portfolio. Difference between the return on the market portfolio and the riskless rate. Excess Return on the Market Portfolio ...
- What is excess return on the market portfolio? definition and meaning
Definition of excess return on the market portfolio: Amount the return from well diversified investments exceeding the return available from an investment that has ...
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The security market line says that, in equilibrium, the return on security i is equal to the risk-free rate (Rf) plus the excess return on the market portfolio times the ...
- How to Calculate Excess Market Return | eHow.com
... actual return on investment to calculate the excess market return. Related Searches. References. Financial Dictionary: Excess Return on the Market Portfolio ...
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This price is the ratio of the expected excess return on the market portfolio to the variance of the return on the market portfolio. The expected return prediction of ...
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t + εi,t, ∀i,. (2) where Ri,t is the return on asset i in excess of the risk-free rate at the end of period t, RM,t is the excess return on the market portfolio at the end of ...
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predict the excess return on the market portfolio over the following 12 months. We also examine the predictive ability of the glamour portfolios that are ...
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Vocabulary words for CFA Level I SS12. Includes studying ...