Market Volatility and Returns

Colin Read
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Colin Read: SUNY College

Chapter 14 in The Fear Factor, 2009, pp 121-125 from Palgrave Macmillan

Abstract: Abstract We can use the results gleaned from the capital allocation line developed earlier to explore what happens as general market risk increases. To recall, the capital allocation line is a line drawn from the risk-free interest rate to a point on the frontier of the best combinations of return and risk in the marketplace, as shown in Figure 14.1.

Keywords: Interest Rate; Hedge Fund; Risk Tolerance; Market Volatility; Federal Fund Rate (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-25086-4_15

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DOI: 10.1057/9780230250864_15

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