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 [...]
Entries Tagged as 'capital asset pricing model (CAPM)'
Beta: Another Tool to Enhance our Returns
October 17th, 2009 · 50 Comments
Tags: alpha · beta · capital asset pricing model (CAPM) · economic news


