Monthly Archives: September 2021

Capital Asset Pricing Model (CAPM)

Capital Asset Pricing Model (CAPM) In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents Capital Asset Pricing Model(or CAPM). Introduction The Capital Asset Pricing Model (CAPM) is a widely used metrics for the … Continue reading

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Quantitative risk management

Quantitative risk management In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents Quantitative risk management. Introduction Risk refers to the degree of uncertainty in the future value of an investment or the potential … Continue reading

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Brownian Motion in Asset Pricing

Brownian Motion in Asset Pricing In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents Brownian motion and it application to model the stock price. Introduction Stock price movements form a random pattern. The … Continue reading

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Growth Factor

In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the growth factor, which is based on a risk factor that aims to get exposure to firms with high growth potential based on a variety … Continue reading

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Quality Factor

In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the quality factor, which is based on a risk factor that aims to get exposure to businesses with long-term business plans and competitive advantages. This … Continue reading

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Size Factor

In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the size factor, which is based on a risk factor that aims to capture the documented outperformance of small-cap firms compared to larger enterprises. This … Continue reading

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Momentum Factor

Momentum Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the momentum factor, which is based on a risk factor that aims to get exposure to stocks that have a winning tendency in … Continue reading

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Yield Factor

Yield Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the yield factor, which is based on a risk factor that aims to get exposure to companies that are regarded to be inexpensive … Continue reading

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Value Factor

Value Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the value factor, which is based on a risk factor that aims to get exposure to undervalued firms in relation to their industry … Continue reading

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Minimum Volatility Factor

Minimum Volatility Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the Minimum Volatility Factor, which is based on a risk factor that aims to get exposure to securities with a low volatility … Continue reading

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