Valuation and Risk Models with Stocks

Mauricio Garita ()
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Mauricio Garita: Universidad Francisco Marroquín

A chapter in Applied Quantitative Finance, 2021, pp 171-209 from Springer

Abstract: Abstract One of the most important aspects for the analysis of securities is to analyze its risk models and how to valuate the instrument. In the present chapter aims to explain the importance of risk, the different financial measures for understanding risk in a portfolio of securities and the impact on the returns of a portfolio.

Keywords: Beta; Alpha; Risk; Valuation; Portfolio (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-29141-9_7

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DOI: 10.1007/978-3-030-29141-9_7

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