Specific risk: Difference between revisions
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In the Capital Asset Pricing Model specific risk is the component of total risk which is fully diversified away by rational investors | In the Capital Asset Pricing Model specific risk is the component of total risk which is fully diversified away by rational investors. | ||
Also known as Unsystematic risk, Diversifiable risk, or Idiosyncratic risk. | Also known as Unsystematic risk, Diversifiable risk, or Idiosyncratic risk. | ||
== See also == | == See also == | ||
* [[Capital asset pricing model]] | * [[Capital asset pricing model]] | ||
* [[Diversifiable risk]] | |||
* [[Diversification]] | * [[Diversification]] | ||
* [[Market risk]] | * [[Market risk]] | ||
* [[Specific equity risk]] | |||
* [[Systematic risk]] | |||
[[Category:Financial_risk_management]] | |||
Latest revision as of 19:57, 21 January 2018
In the Capital Asset Pricing Model specific risk is the component of total risk which is fully diversified away by rational investors.
Also known as Unsystematic risk, Diversifiable risk, or Idiosyncratic risk.
