Risk aversion: related pages
Beta
Beta is a measure of the correlation between the value of a security and the market. Beta is used to calculate discount rates for CAPM.
Abnormal return
The excess of actual return over the level of return that would be expected given the riskiness of a portfolio.
Risk premium
The difference between the rate of return on a security (or a market or an investment) and the risk free rate of return.
Copyright Graeme Pietersz © 2005-2019