Statements (56)
| Predicate | Object |
|---|---|
| gptkbp:instance_of |
gptkb:economic_analysis
|
| gptkbp:based_on |
the asset's beta
the expected market return the risk-free rate |
| gptkbp:describes |
relationship between risk and expected return
|
| gptkbp:developed_by |
gptkb:William_Sharpe
|
| gptkbp:has_implications_for |
investors are rational
markets are efficient no arbitrage opportunities |
| https://www.w3.org/2000/01/rdf-schema#label |
CAPM
|
| gptkbp:is_a_basis_for |
other asset pricing models
|
| gptkbp:is_a_solution_for |
expected return of an asset
|
| gptkbp:is_a_subject_of |
gptkb:academic_research
financial regulations financial analysis financial education investment strategy discussions |
| gptkbp:is_a_tool_for |
risk assessment
performance evaluation investment analysis |
| gptkbp:is_applicable_to |
stocks
real estate investments bonds |
| gptkbp:is_criticized_for |
its assumptions
|
| gptkbp:is_essential_for |
gptkb:Investment_Management
risk management financial modeling |
| gptkbp:is_fundamental_to |
finance
|
| gptkbp:is_influenced_by |
economic factors
market conditions investor behavior |
| gptkbp:is_often_used_in |
gptkb:venture_capital
gptkb:public_company asset management hedge funds corporate finance |
| gptkbp:is_part_of |
financial theory
|
| gptkbp:is_related_to |
Modern Portfolio Theory
the Capital Market Line (CML) the Security Market Line (SML) |
| gptkbp:is_taught_in |
finance courses
|
| gptkbp:is_used_by |
financial advisors
portfolio managers investment analysts |
| gptkbp:is_used_for |
portfolio management
capital budgeting |
| gptkbp:is_used_to |
evaluate investment opportunities
compare investment risks determine cost of equity |
| gptkbp:key_concept |
financial economics
|
| gptkbp:performance |
asset pricing
|
| gptkbp:provides |
a formula for expected return
|
| gptkbp:used_in |
finance
|
| gptkbp:bfsParent |
gptkb:Fama-French_three-factor_model
gptkb:Fama-French_Three-Factor_Model |
| gptkbp:bfsLayer |
6
|