About this document
Understanding the Single Index Model by Swara Srivastava is a document available to read on EtoBox.
The single index model relates the return of individual securities to the return of the overall market. It assumes returns can be broken down into systematic and unsystematic components. Systematic risk is measured by beta (β), which represents the sensitivity of a security
- Author
- Swara Srivastava
- Language
- EN