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Value at risk model (VaR) |
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Value at risk model (VaR)Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations, and volatilities.Value at risk model (VaR) Similar MatchesConstant growth modelConstant growth modelAlso called the Gordon-Shapiro model, an application of the dividend discount model that assumes (1) a fixed growth rate for future dividends, and (2) a single discount rate. Investment Valuation Model (IVM)Investment Valuation Model (IVM)The basic mathematical technique of finance that calculates the value of an investment as the present value of all future cash flows expected to be generated by the investment. Stochastic modelsStochastic modelsLiability-matching models that assume that the liability payments and the asset cash flows are uncertain. Related: Deterministic models. Asset pricing modelAsset pricing modelA model for determining the required or expected rate of return on an asset. Related: Capital asset pricing model and arbitrage pricing theory. Specific factors modelSpecific factors modelA model in which some or all factors are specific factors. The most common version is the Ricardo-Viner Model, with one specific factor (often capital or land) in each industry plus another factor (often labor) that is mobile between them. But an extreme form of the model, the Cairnes-Haberler Model, has all factors specific. Further SuggestionsInternational Asset Pricing Model (IAPM)IS-LM Model Pie model of capital structure Mundell-Fleming Model Static model Neoclassical growth model Ricardian Model Single index model Canonical model of currency crises Time series models DFS Model HOS Model 2x2x2 Model Solow model Simple linear trend model Arbitrage free option pricing models Revenue model Business model capital asset pricing model Single factor model Two state option pricing model Gravity model IS-LM-BP Model Dividend Discount Model (DDM) Multifactor model |
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