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MODULE 6

Horizontales
A statistical measure of the direction and degree to which two variables tend to move over time
The total return on an investment over a specified period of time
or market risk affects all investments available in the financial markets it is also undiversifiable.
A quantitative model developed to price individual assets or portfolios of assets based on the systematic or market risk of the asset or portfolio and market returns.
the compensation to investors for taking risk
or asset specific risk is that risk which is related to the distinctive characteristics of the investment
Verticales
Determined as the standard deviation of expected flows divided by the expected value of the flows to provide a measure of the number of units of risk taken per unit of expected return
The regression line formed by the regression of the returns on a security relative to the returns on the securities market
A quantitative measure of market, systematic, or undiversifiable risk. The slope of the regression, or characteristic, line formed by the regression of the returns on a security relative to the returns on the securities market.
A technique for increasing returns and/or reducing risk by allocating funds to alternative investment vehicles
Long-term assets such as stocks and bonds.
a collection of investment assets held by an investor