excess return of asset

См. также в других словарях:

• Return of capital — (ROC) refers to payments back to capital owners (shareholders, partners, unitholders) that exceed the growth (net income/taxable income) of a business. It should not be confused with return on capital which measures a rate of return . The ROC… …   Wikipedia

• Asset retirement obligation — Asset Retirement Obligations provide for future disposal of assets as required by SFAS 143 [http://www.aicpa.org/PUBS/JOFA/dec2001/hiner.htm] . Firms must recognize the ARO liability in the period it was acquired, generally acquisition. The… …   Wikipedia

• Asset recovery — is also called investment recovery or resource recovery, is the process of maximizing the value of unused or end of life assets through effective reuse or divestment. Both large and small organizations practice asset recovery at some level with… …   Wikipedia

• residual return — return independent of the benchmark. The residual return is the return relative to beta times the benchmark return. To be exact, an asset s residual return equals its excess return ( excess returns) minus beta times the benchmark excess return (… …   Financial and business terms

• excess returns — Difference between an asset s return and the riskless rate. Sometimes confused with abnormal returns, returns in excess of those required by some asset pricing model. Bloomberg Financial Dictionary …   Financial and business terms

• Global tactical asset allocation — Global Tactical Asset Allocation, or GTAA, is an investment strategy that attempts to exploit short term market inefficiencies by establishing positions in an assortment of markets with a goal to profit from relative movements across those… …   Wikipedia

• abnormal return — A rate of return for taking a particular risk that is greater than that required by the market. The excess return is usually measured as being relative to that which the capital asset pricing model or the arbitrage pricing theory requires. See… …   Big dictionary of business and management

• National Asset Management Agency — Agency overview Formed Late 2009 Jurisdiction Ireland …   Wikipedia

• Troubled Asset Relief Program — TARP redirects here. For other uses, see Tarp. This article is about the Treasury fund. For the legislative bill and subsequent law, see Public Law 110 343. For the legislative history and the events leading to the law, see Emergency Economic… …   Wikipedia

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• Избыточная доходность актива — (Excess return of asset) — разность между ожидаемой доходностью рассматриваемого инвестиционного актива и доходностью безрискового актива (см. Безрисковая норма доходности), характеризующая размер требуемой премии за риск …   Экономико-математический словарь