Investopedia8y
Unpacking the Smart Beta Strategy: What Investors Need to Know
Smart beta is a way of investing that combines the benefits of passive investing and the advantages of active investing strategies. It derives from the capital asset pricing model (CAPM ...
Harvard Business School3y
Financial Leverage, the Capital Asset Pricing Model and the Cost of Equity Capital
Mullins, David W., Jr. "Financial Leverage, the Capital Asset Pricing Model and the Cost of Equity Capital." Harvard Business School Background Note 280-100, March 1980. (Revised October 1980.) ...
Risk3y
Stochastic alpha beta rho (SABR) model
The stochastic alpha beta rho model ... used in the modelling of interest rate derivatives. The alpha, beta and rho in the name are parameters to be calibrated. Alpha describes the magnitude of the ...