Expected return-beta relationship(redirected from Expected Return Beta Relationship)
Expected return-beta relationship
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
Expected Return-Beta Relationship
In the Capital Asset Pricing Model, a statement that the expected rate of return on an investment is directly proportional to its risk premium, as signified by its beta.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved