Statements (17)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_technology
|
| gptkbp:associatedWith |
gptkb:William_F._Sharpe
|
| gptkbp:describes |
a theoretical portfolio of all assets in the market
|
| gptkbp:heldBy |
benchmark portfolio
|
| https://www.w3.org/2000/01/rdf-schema#label |
market portfolio
|
| gptkbp:includes |
all investable assets
|
| gptkbp:is_a_concept_in |
modern portfolio theory
|
| gptkbp:is_assumed_to_be |
efficient
fully diversified |
| gptkbp:is_theoretical |
true
|
| gptkbp:represents |
broad market indices in practice
|
| gptkbp:riskFactor |
systematic risk
|
| gptkbp:used_in |
gptkb:capital_asset_pricing_model
calculate beta of an asset determine expected return of an asset |
| gptkbp:bfsParent |
gptkb:CAPM
|
| gptkbp:bfsLayer |
7
|