Modigliani risk-adjusted performance (also known as M2, M2, Modigliani–Modigliani measure or RAP) is a measure of the risk-adjusted returns of some investment...

Love Modigliani–Miller theorem, an influential element of economic theory Modigliani risk-adjusted performance, a measure of risk-adjusted performance in...

of variation Information ratio Jaws ratio Jensen's alpha Modigliani risk-adjusted performance Roy's safety-first criterion Sharpe ratio Sortino ratio Sterling...

ratio instead of the Sharpe ratio. Modern portfolio theory Modigliani risk-adjusted performance Omega ratio Post-modern portfolio theory Sharpe ratio Upside...

Modigliani and his granddaughter, Leah Modigliani, developed what is now called the "Modigliani Risk-Adjusted Performance," a measure of the risk-adjusted...

Modigliani risk-adjusted performance Omega ratio Sharpe ratio Sortino ratio Treynor ratio Upside potential ratio Evaluating Mutual Fund Performance Jensen...

Hansen-Jagannathan bound Jensen's alpha Modern portfolio theory Modigliani risk-adjusted performance Omega ratio Sharpe ratio Sortino ratio Upside potential ratio...

risk measure), but one that considers the realities of investor psychology and behavior. Modern portfolio theory Modigliani risk-adjusted performance...

style analysis Simple Dietz method Modified Dietz method Modigliani risk-adjusted performance Upside potential ratio Maximum Downside Exposure Maximum...

into the numerator to create a Sharpe type ratio. Modigliani risk-adjusted performance Omega ratio Risk return ratio Sharpe ratio Sterling ratio Sortino...

Philosophy, Process & Performance” The “Modigliani Risk-Adjusted Performance measure”, Modigliani, Franco, “Risk-Adjusted Performance”, Journal of Portfolio...

per the Modigliani and Miller framework, hedging is irrelevant since diversified shareholders are assumed to not care about firm-specific risks, whereas...

volatility models; (ii) The risk neutral value is adjusted for the impact of counter-party credit risk via a credit valuation adjustment, or CVA, as well as various...

thereafter, as well as the various service providers which manage the performance or risk of these investments. These latter include mutual funds, pension...

Market value added T-model Adjusted present value Uncertainty Penalized present value Expected commercial value Risk-adjusted net present value Contingent...

Arnold & Richard Shockley Aswath Damodaran: Risk Adjusted Value; Ch 5 in Strategic Risk Taking: A Framework for Risk Management. Wharton School Publishing,...

macroeconomics. It was formulated most notably by John Hicks (1937), Franco Modigliani (1944), and Paul Samuelson (1948), who dominated economics in the post-war...

asset pricing model (CAPM). He created the Sharpe ratio for risk-adjusted investment performance analysis, and he contributed to the development of the binomial...

dividend tax and Retained earnings § Tax implications. Here, per the Modigliani–Miller theorem, as below: if there are no such disadvantages - and companies...

original on October 26, 2008. Retrieved October 28, 2008. Fabozzi, Frank J.; Modigliani, Franco (1992), Mortgage and Mortgage-backed Securities Markets, Harvard...

flows, whereas in the valuation formulae, the risk-free rate is applied once these have been "adjusted" for their riskiness; see below.) An immediate...

from the original on 28 December 2021. Retrieved 30 May 2022. Franco Modigliani; Arun Muralidhar (2 August 2004). Rethinking Pension Reform. Cambridge...

expectations and the structure of interest rates under the supervision of Franco Modigliani. Shiller has taught at Yale since 1982, and previously held faculty positions...

rate risk. Bonds are also subject to various other risks such as call and prepayment risk, credit risk, reinvestment risk, liquidity risk, event risk, exchange...

payments on the prior preferred. Therefore, prior preferreds have less credit risk than other preferred stocks (but usually offer a lower yield). Preference...

Stiglitz's work focuses on income distribution from a Georgist perspective, asset risk management, corporate governance, and international trade. He is the author...

into GDF Suez). This distinction is usually made in terms of risk i.e. equity and credit risk being correlated: in some cases the entities would be legally...

institutional investors allocated capital in the hopes of achieving risk-adjusted returns that exceed those possible in the public equity markets. In...

acknowledgment of information asymmetry between organizations challenged the Modigliani–Miller theorem, which states that the valuation of a firm is unaffected...

on “Reforming European pension systems. In memory of Professor Franco Modigliani. 24 and 25 September 2004", Castle of Schengen, Luxembourg Institute for...