date: Touch and go for Wolves but should be back for Huddersfield.
, realized return, and asset pricing tests.
The slope of the expected return
function, r([sigma]), is the Sharpe ratio of the point on the efficient frontier where lending or borrowing rate is tangent with the efficient frontier.
Intuitively the return of the portfolio is expressed as: [R.sub.[pi],t+1] = ([[PI].sub.t+1] - [[PI].sub.t])/[[PI].sub.t] = [n.summation over (i=1)] [[psi].sub.i,t] [R.sub.i,t+1] Following this, the expected return
and variance of the entire portfolio respectively are:
I estimate the amount of market risk that a public plan must accept to achieve an 8 percent expected return
, based on changes in the Treasury yield and estimates from economists at the Office of the Comptroller of the Currency of the risk-return tradeoff (the "Sharpe Ratio") for public plan investments.
* Over time, riskier assets provide higher expected returns
as compensation to investors for accepting greater risk.
DTZ, a UGL company, has predicted that the withdrawal of quantitative easing (QE) could pose a threat to investors over the next five years, triggering a sharper and quicker spike in government bond yields, and reducing expected returns
on office property.
PAUL Lambert admits the expected return
of Aston Villa skipper Ron Vlaar will provide a "huge lift" ahead of a crucial four-day period for the club.
The expected return
on the issue, which begins on 23 January 2013 and matures on 24 April 2013, is 1.00%.
Second, with risk-free debt, the expected return
on the debt is equal to the promised return and we do not have to distinguish between the expected return
on the debt and the promised return.
Even so, the history of dot-coms probably is too short to deliver very reliable evidence on the expected return
in new industries.
BRIAN O'Driscoll (left) can give Leinster a Heineken Cup boost after making an earlier than expected return