Market risk and Mean deviation: Difference between pages

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1.  
''Statistics''.
The risk of losses or other adverse effects resulting from adverse changes in market prices or from unfavourable market conditions including market disruption or new and burdensome regulation.
Average of the deviations of all items from the mean (treating all of the deviations as positive in the calculation).
 
 
2.
In the Capital asset pricing model (CAPM) 'market risk' is an alternative name for systematic risk.
 
 


== See also ==
== See also ==
* [[Beta]]
* [[Mean]]
* [[Capital asset pricing model]]
* [[Standard deviation]]
* [[Financial market risk]]
* [[Fractal markets hypothesis]]
* [[Market price risk]]
* [[Market risk premium]]
* [[Risk]]
* [[Specific risk]]


[[Category:Manage_risks]]

Revision as of 14:20, 23 October 2012

Statistics. Average of the deviations of all items from the mean (treating all of the deviations as positive in the calculation).

See also


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