Quantitative finance: related pages

A statistical measure of the risk of holding a security; the standard deviation of expected returns on a security.

The theory concerning the value and riskiness of portfolios as opposed to individual securities.

A branch of financial economics that models the behaviour of investors, rather than simply assuming that they are rational and risk averse.

Price changes in securities that are (a priori) purely random. Expected behaviour in efficient markets.

The theory of finance including securities valuation and capital structure.

The bias introduced into index calculations bu the exlusion of constituents with short histories.

The distortion of statistics that occurs when the people or organisations being sampled can decide on their own inclusion in the sample.

The exaggeration of returns because calculations fail to include securities or markets that have ceased to existed.