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...

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

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

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

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

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

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

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

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

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

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...

has become widely used, the Cyclically-Adjusted Price-Earnings (CAPE), which uses the average inflation-adjusted earnings of the stock market over the...

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

"certainty" (Fisher separation theorem, "theory of investment value", and Modigliani–Miller theorem). Here, theory and methods are developed for the decisioning...

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

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

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

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...

Mobilization of Household Savings, a Tool for Development, Finafrica, Milan. Modigliani, Franco (1988). "The Role of Intergenerational Transfers and the Life-cycle...

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

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

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

though opportunity costs have been paid and capital has received the risk-adjusted, expected return. In short, all costs that must be paid are paid, and...

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

bankruptcy". Pensions and Investments. Retrieved 28 April 2012. Franco Modigliani; Arun Muralidhar (2 August 2004). Rethinking Pension Reform. Cambridge...

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...

worked in or near Paris, such as Vincent van Gogh, Marc Chagall, Amedeo Modigliani and Wassily Kandinsky. There are many art museums in France, the most...