Specific risk: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Spacing.) |
imported>Doug Williamson (Add link.) |
||
| Line 10: | Line 10: | ||
* [[Diversification]] | * [[Diversification]] | ||
* [[Market risk]] | * [[Market risk]] | ||
* [[Specific equity risk]] | |||
[[Category:Financial_risk_management]] | [[Category:Financial_risk_management]] | ||
Revision as of 15:42, 31 October 2016
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.
