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Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance)
by Ludwig B. Chincarini
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with references to "nondiversifiable risk".
Excerpt - on Page 72: "
... 72 PART I: An Overview of QEPM stocks into two components: nondiversifiable risk and diversifi- able risk. Nondiversifiable risk is the primary concern for investors because it comes from a stock's exposure to ... "
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Investment Valuation: Tools and Techniques for Determining the Value of Any Asset, Second Edition
by Aswath Damodaran
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with references to "nondiversifiable risk".
Excerpt - on Page 60: "
... The third step looks at how different risk and return models in fi- nance attempt to measure this nondiversifiable risk. It compares the most widely used model, the capital pricing asset model (CAPM), with other models and ex- plains how ... "
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Investment Valuation: Tools and Techniques for Determining the Value of Any Asset (Wiley Frontiers in Science)
by Aswath Damodaran
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with references to "nondiversifiable risk".
Excerpt - on Page 24: "
... is well diversified and expects to be rewarded only for the nondiversifiable risk. If the marginal investor is not well diversified, diversifiable risk may affect prices and expected returns. A Statistical Analysis o ... "
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Investment Valuation: Tools and Techniques for Determining the Value of Any Asset, Second Edition, University Edition
by Aswath Damodaran
See all pages
with references to "nondiversifiable risk".
Excerpt - on Page 60: "
... The third step looks at how different risk and return models in finance attempt to measure this nondiversifiable risk. It compares the most widely used model, the capital pricing asset model (CAPM), with other models and explains how and ... "
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