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Entries Tagged as 'alpha'

Beta: Another Tool to Enhance our Returns

October 17th, 2009 · 50 Comments

Several months ago, I wrote an article entitled “The Greeks- Factors that Influence our Option Premiums.” This was a discussion of the price sensitivity of the option premium as it relates to the underlying equity, time and other factors. One of the rules was that (all other factors being equal) an increase in share volatility [...]

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Tags: alpha · beta · capital asset pricing model (CAPM) · economic news