22 Results for Tag: robert

Off Board

Off Board What is 'Off Board' A stock transaction that fits one of the following two criteria: 1. A stock trade involving a security that does not trade on a major exchange, i.e., an over

Active Management

DefinitionActive management refers to a portfolio management strategy where the manager makes specific investments with the goal of outperforming an investment benchmark index. In passive ma

Rational Expectations Theory

DefinitionIn economics, "rational expectations" are model-consistent expectations, in that agents inside the model are assumed to "know the model" and on average take the model's predictions

Rational Pricing

DefinitionRational pricing is the assumption in financial economics that asset prices will reflect the arbitrage-free price of the asset as any deviation from this price will be "arbitraged

Sanford J. Grossman

DefinitionSanford "Sandy" Jay Grossman is an American economist and hedge fund manager specializing in quantitative finance. Grossman's research has spanned the analysis of information in se

Vance D. Coffman

DefinitionVance D. Coffman was the chairman of the board and chief executive officer of Lockheed Martin Corporation. He was elected to the board of directors of 3M on 12 May 2009. Vance D. C

Walrasian Market

Walrasian Market What is 'Walrasian Market' An economic model of a market process in which orders are collected into batches of buys and sells and then analyzed to determine a clearing pri

Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Process

Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Process What is the 'Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Process ' The generalized autoregr

George A. Akerlof

DefinitionGeorge Arthur Akerlof is an American economist who is a University Professor at the McCourt School of Public Policy at Georgetown University and Koshland Professor of Economics Eme

Generalized AutoRegressive Conditional Heteroskedasticity – GARCH

Generalized AutoRegressive Conditional Heteroskedasticity - GARCH What is 'Generalized AutoRegressive Conditional Heteroskedasticity (GARCH)' A statistical model used by financial institut
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