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| This dictionary contains: 24549 financial terms |
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Roll's Critique
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Roll's CritiqueThat the CAPM holds by construction when performance is measured against a mean-variance efficient index; otherwise, it holds not at all. Attributable to Richard Roll in 1977.
RELATED TERMS--------------------------------------
Index
In the stock market, an index is a device that measures changes in the prices of a basket of shares, and represents the changes using a single figure.
SIMILAR TERMS--------------------------------------
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PREVIOUS AND NEXT TERMS--------------------------------------
Roll up
To move to an option position with a higher exercise price. In venture capital, refers to the venture capitalist forcing small firms to merge operations in order to reduce costs
Roll, Richard
Author of path-breaking work on asset pricing including the famous Roll critique. Finance professor at UCLA.
Rolling of futures
As financial futures have short-term maturities, often 3-9 months, before or at maturity, the future must be sold and a new future (for the same asset but with a new maturity) must be repurchased.
Rollover
Means that a loan is periodically repriced at an agreed spread over the appropriate, currently prevailing rate. Most term loans in the Euromarket are made on a rollover basis as to current LIBOR rate.
Rollover IRA
A traditional individual retirement account holding money from a qualified plan or 403(b) plan. These assets, as long as they are not mixed with other contributions, can later be rolled over to another qualified plan or 403(b) plan. Also known as a conduit IRA.
Roll's Critique
Ross, Stephen
Developer of the Arbitrage Pricing Theory. Finance professor at MIT.
Rotation
An active asset management strategy that tactically overweighted and underweighted certain sectors, depending on expected performance. Sometimes called sector rotation.
Roth IRA
Individual Retirement Account that allows contributors to make annual contributions and to withdraw the principal and earnings tax-free under certain conditions.
Round lot
A trading order typically of 100 shares of a stock or some multiple of 100.
Round trip trade
The purchase and sale of a security within a short period of time.
RELATED TERMS--------------------------------------
Index
In the stock market, an index is a device that measures changes in the prices of a basket of shares, and represents the changes using a single figure.
SIMILAR TERMS--------------------------------------
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PREVIOUS AND NEXT TERMS--------------------------------------
Roll up
To move to an option position with a higher exercise price. In venture capital, refers to the venture capitalist forcing small firms to merge operations in order to reduce costs
Roll, Richard
Author of path-breaking work on asset pricing including the famous Roll critique. Finance professor at UCLA.
Rolling of futures
As financial futures have short-term maturities, often 3-9 months, before or at maturity, the future must be sold and a new future (for the same asset but with a new maturity) must be repurchased.
Rollover
Means that a loan is periodically repriced at an agreed spread over the appropriate, currently prevailing rate. Most term loans in the Euromarket are made on a rollover basis as to current LIBOR rate.
Rollover IRA
A traditional individual retirement account holding money from a qualified plan or 403(b) plan. These assets, as long as they are not mixed with other contributions, can later be rolled over to another qualified plan or 403(b) plan. Also known as a conduit IRA.
Roll's Critique
Ross, Stephen
Developer of the Arbitrage Pricing Theory. Finance professor at MIT.
Rotation
An active asset management strategy that tactically overweighted and underweighted certain sectors, depending on expected performance. Sometimes called sector rotation.
Roth IRA
Individual Retirement Account that allows contributors to make annual contributions and to withdraw the principal and earnings tax-free under certain conditions.
Round lot
A trading order typically of 100 shares of a stock or some multiple of 100.
Round trip trade
The purchase and sale of a security within a short period of time.
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This dictionary contains 24549 terms.
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