Risk Index of China’s Macroeconomic Operation: Method and Application

Wang, Shuzhen; De-kui, Jia

doi:10.1007/978-3-642-19339-2_23

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Beta Values and Expected Return1

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2023

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“…Fig. 1 Capital market line derived from CAPM (Zhu Shuzhen, 2007) [4] Assuming risks are not preferable, investors tend not to be tolerant of risks unless the premium can cover the costs of risks by providing higher returns in the future. So, the expected return of market stock portfolio M is always positively related to the unique risk level, which is represented by standard deviation, σ M , as it represents the variations in the prices of certain assets.…”

Section: Beta Values and Expected Returnmentioning

confidence: 99%

The Differences Between Systematic and Non-Systematic Risk and Alternative Approaches to Understanding Risk

Chen¹

2023

EHSS

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This paper first states the differences between systematic and non-systematic risks from several aspects and secondly emphasizes the importance of risk recognition. Then an alternative approach used to understand risks, the Capital Asset Pricing Model (CAPM), is explained, for further measurement and understanding of Systematic and non-systematic risks, while there are still some limitations. Finally, some strategies that can be used in a real-time dynamic stock market are recommended, mainly focusing on the application of beta values.

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Section: Beta Values and Expected Returnmentioning

confidence: 99%

The Differences Between Systematic and Non-Systematic Risk and Alternative Approaches to Understanding Risk

Chen¹

2023

EHSS

View full text Add to dashboard Cite

show abstract

Risk Index of China’s Macroeconomic Operation: Method and Application

Cited by 1 publication

References 1 publication

The Differences Between Systematic and Non-Systematic Risk and Alternative Approaches to Understanding Risk

The Differences Between Systematic and Non-Systematic Risk and Alternative Approaches to Understanding Risk

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