Alpha measures a manager's skill in adding value to a portfolio beyond market gains. Beta assesses how a stock or fund's volatility compares to the market average. High alpha and low beta indicate ...
In other words, the person you’re in a relationship with might not care that the University of California Berkeley has ...
The stochastic alpha beta rho model is a stochastic volatility model for forward prices commonly used in the modelling of interest rate derivatives. The alpha, beta and rho in the name are parameters ...