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单词 systematic risk
释义

systematic risk

systematic risk(residual risk) The element of risk in a portfolio of investments that cannot be reduced by diversification, because it is common to all securities of the same general class. The compensation that an investor requires for undertaking such risks forms the basis for the risk premium calculation of the capital asset pricing model and arbitrage pricing theory. A particular asset’s exposure to systematic risk is measured by the beta coefficient. Comparespecific risk.

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更新时间:2025/2/2 13:23:38