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'''Exposure factor''' (EF), in [[risk management]], ...ive, potential [[percentage]] of [[Income statement|loss]] to a specific [[asset]] if a [[Hazard identification|specific threat]] is realized. ...

...ation.htm|title = Capital Allocation Between a Risk-Free Asset and a Risky Asset; Capital Allocation Line (CAL)}}</ref>{{better source needed|date=July 2023 If investors can purchase a risk free asset with some return ''r_F'', then all correctly priced risky assets ...

...y of ruin]]; '''w''' is the weight and '''x''' is the value of the ''jth'' asset to be included in the portfolio. ...strained%2Bprogramming%26cty_journal_facet%3Dam91cm5hbA%253D%253D%26prq%3D(Management%2BScience)%2BAND%2B(Charnes%2Band%2Bcooper)%26swp%3Don&ab_segments=0%2Fbasi ...

...'''return on brand''' ('''ROB''') is an indicator used to measure [[brand management]] performance.<ref name="Hveckovičs">{{Cite journal|last1=Hveckovičs|first1 ...th company and its products. If a company sells its brand as an intangible asset to another organization, it terminates branding events with respect to it, ...

{{Short description|Model for stock portfolio management}} ...r/article_525528.html?lang=en |journal=Financial Engineering and Portfolio Management |pages=137–152 |date=22 September 2016|volume=7 |issue=28 }}</ref> Momentum ...

...f> Thus two assets are said to be '''complements''' when investment in one asset increases the marginal return on the other. On the contrary, assets are ''' ...rough exploiting complementary assets via interfirm cooperation. Strategic Management Journal, 22 (6-7): 687-699.</ref><ref>Rothaermel, F.T., Hill, C.W.L. 2005. ...

...ss unrelated to tracking the index.<ref>{{cite book|title=Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Super ....ashx|publisher=CFA Institute|year=2015|title=Analysis of Active Portfolio Management|page=3|last1=Clarke|first1=Roger G.|last2=de Silva|first2=Harindra|last3=Th ...

...asset may be modeled as the [[present value]] of the flow of services the asset will generate in future, appropriately adjusted for uncertainty. Economic d ...as an unanticipated increase in the price of the services generated by an asset or a reduction in the [[Annual effective discount rate|discount rate]], its ...

...c/page/n17 2]–3}}</ref><ref>{{cite book|title=Essentials of financial risk management|url=https://archive.org/details/essentialsfinanc00kaho|url-access=limited|f ...ndard deviation, downside risk has become the industry standard for [[risk management]].{{citation needed|date=February 2017}} ...

...assets; they may in turn be used to [[Financial risk management#Investment management|manage portfolio risk]]. They are generally extensions of the single-factor [[capital asset pricing model]] (CAPM). ...

...individual return represents in calculating the '''contribution''' of that asset to the return on the portfolio. :<math>A_i</math> equals the weight of asset ''i'' in the portfolio, and ...

...tps://www.investopedia.com/terms/p/portfoliomanagement.asp|title=Portfolio Management|author=Investopedia Staff|date=2003-11-25|work=Investopedia|access-date=201 ...ia.com/university/concepts/concepts8.asp|title=Financial Concepts: Capital Asset Pricing Model (CAPM)|date=2003-11-30|work=Investopedia|access-date=2018-10- ...

...actional Asset Pricing Approach''' (TAPA) is a general reconstruction of [[asset pricing]] theory developed in 2000s by a collaboration of Russian and Israe ...inciple of transactional equity-in-exchange'' for buyers and sellers in an asset transaction, the essence of which is that by the end of the analysis projec ...

...ess can be isolated and valued independently of the financing performance. Management is usually not responsible for creating value through financing activities [[Category:Asset]] ...

...y both buy-side and sell-side in alpha generation, trading execution, risk management, and market surveillance and compliance. There is however a good deal of va ...ing strategies, whilst characteristics such as direction and volatility of asset returns as well as the traded volume may be addressed more directly via the ...

...of explanatory variables. The model results in a strategy's exposures to [[asset class]]es or other factors, interpreted as a measure of a fund or portfolio ...r 1988 |title=Determining a Fund's Effective Asset Mix |journal=Investment Management Review |pages=59–69 }}</ref> Under the name RBSA, this model was made avail ...

..., in such a way as to [[optimization|optimize]] some criterion. The set of asset proportions at any time defines a [[Portfolio (finance)|portfolio]]. Since ...shares of wealth placed in particular assets depend only on the stochastic asset return distributions of that particular period. ...

...he '''Omega ratio''' is a risk-return performance measure of an investment asset, portfolio, or strategy. It was devised by Con Keating and William F. Shadw ...tonio E.|last2=Ledoit|first2=Olivier|date=2000-02-01|title=Gain, Loss, and Asset Pricing|journal=Journal of Political Economy|volume=108|issue=1|pages=144–1 ...

{{Short description|Diminishing of value in an asset}} ...rment cost must be included under expenses when the [[book value]] of an [[asset]] exceeds the recoverable amount. [[Fixed assets]], commonly known as PPE ( ...

| field = [[Investment Management]] and [[Financial risk management]] ...collaboration with the [[Vlerick Business School]], while working in risk management for a large banking corporation. ...