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- Financial_correlation abstract "Financial correlations measure the relationship between the changes of two or more financial variables in time. For example, the prices of equity stocks and fixed interest bonds often move in opposite directions: when investors sell stocks, they often use the proceeds to buy bonds and vice versa. In this case, stocks and bonds are negatively correlated.Financial correlations play a key role in modern finance. Under the capital asset pricing model, CAPM (a model recognised by a Nobel prize), an increase in diversification increases the return/risk ratio. Diversification is synonymous with inverse correlation: the lower the correlation between the constituent holdings, (preferably negative), the lower the risk of holding the combined portfolio. Measures of risk include value at risk VAR, expected shortfall ES, and enterprise risk management ERM.".
- Financial_correlation wikiPageID "33877779".
- Financial_correlation wikiPageRevisionID "606236494".
- Financial_correlation date "September 2013".
- Financial_correlation hasPhotoCollection Financial_correlation.
- Financial_correlation reason "Why are these variables sometimes in math tags, and not here?".
- Financial_correlation subject Category:Mathematical_finance.
- Financial_correlation comment "Financial correlations measure the relationship between the changes of two or more financial variables in time. For example, the prices of equity stocks and fixed interest bonds often move in opposite directions: when investors sell stocks, they often use the proceeds to buy bonds and vice versa. In this case, stocks and bonds are negatively correlated.Financial correlations play a key role in modern finance.".
- Financial_correlation label "Financial correlation".
- Financial_correlation sameAs m.0hnd_z4.
- Financial_correlation sameAs Q5449699.
- Financial_correlation sameAs Q5449699.
- Financial_correlation wasDerivedFrom Financial_correlation?oldid=606236494.
- Financial_correlation isPrimaryTopicOf Financial_correlation.