Related Questions

Sum of market risk and diversifiable risk are classified as total risk which is equivalent to
A Sharpe's alpha
B standard alphas
C alpha's variance
D variance
A risk which is classified as its contribution to risk of portfolio is classified as
A classified risk
B contributed risk
C irrelevant risk
D relevant risk
A model in which behavior of asset returns is measured for set of risk factors and market risk is classified as
A factorization model
B Two factor model
C multifactor model
D quoted factor model
When maturities of liabilities and assets are mismatched and risk incurred by financial intermediaries then this risk is classified as
A interest rate risk
B channel rate risk
C economic risk
D issuance risk
A type of beta which incorporates about company such as changes in capital structure is classified as
A industry beta
B market beta
C subtracted beta
D fundamental beta
Beta reflects stock risk for investors which is usually
A individual
B collective
C weighted
D linear
Beta coefficient is used to measure market risk which is an index of
A coefficient risk volatility
B market risk volatility
C stock market volatility
D portfolio market portfolio
In insurance terms, the risk of suffering a disability is best described as what type of risk?
A Financial
B Fundamental
C Homogenous
D Speculative
Beta which is estimated as regression slope coefficient is classified as
A historical beta
B market beta
C coefficient beta
D risky beta
Type of risk in which value of liabilities and assets is affected by exchange rate is classified as
A economic rates
B foreign exchange risk
C selling rate
D buying rates

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