Tag Archives: Beta

Alpha

Posted on November 20, 2021 by Youssef LOURAOUI

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of alpha, one of the fundamental parameters for portfolio performance measure. This article is structured as follows: we introduce the concept of … Continue reading →

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Security Market Line (SML)

Posted on November 20, 2021 by Youssef LOURAOUI

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the Security Market Line (SML), a key concept in asset pricing derived from the Capital Asset Pricing Model (CAPM). This article is structured as follows: … Continue reading →

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Capital Asset Pricing Model (CAPM)

Posted on September 6, 2021 by Jayati WALIA

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

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Linear Regression

Posted on August 23, 2021 by Jayati WALIA

Linear Regression In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents linear regression. Definition Linear regression is a basic and one of the commonly used type of predictive analysis. It attempts to devise … Continue reading →

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