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ICG Enterprise Trust plc (formerly Graphite Enterprise Trust plc and before that F&C Enterprise Trust plc) is a large investment company. It is listed on the London Stock Exchange and is a constituent of the FTSE 250 Index . [ 2 ]
It is one of the few cases of stochastic singular control where the solution is known. For a graphical representation, the amount invested in each of the two assets can be plotted on the x - and y -axes; three diagonal lines through the origin can be drawn: the upper boundary, the Merton line and the lower boundary.
The equity premium puzzle refers to the inability of an important class of economic models to explain the average equity risk premium (ERP) provided by a diversified portfolio of equities over that of government bonds, which has been observed for more than 100 years.
Proposed by economist Stephen Ross in 1976, [1] it is widely believed to be an improved alternative to its predecessor, the capital asset pricing model (CAPM). [2] APT is founded upon the law of one price, which suggests that within an equilibrium market, rational investors will implement arbitrage such that the equilibrium price is eventually ...
The Merton model, [1] developed by Robert C. Merton in 1974, is a widely used "structural" credit risk model. Analysts and investors utilize the Merton model to understand how capable a company is at meeting financial obligations, servicing its debt, and weighing the general possibility that it will go into credit default.
Image source: The Motley Fool. Unum Group (NYSE: UNM) Q4 2024 Earnings Call Feb 05, 2025, 8:00 a.m. ET. Contents: Prepared Remarks. Questions and Answers. Call ...
John Hull and Alan White, "One factor interest rate models and the valuation of interest rate derivative securities," Journal of Financial and Quantitative Analysis, Vol 28, No 2, (June 1993) pp. 235–254. John Hull and Alan White, "Pricing interest-rate derivative securities", The Review of Financial Studies, Vol 3, No. 4 (1990) pp. 573–592.
European Smaller Companies Trust (LSE: ESCT), formerly TR European Growth Trust, is a large British investment trust focused on investments in smaller European companies. Established in 1990, the company is a constituent of the FTSE 250 Index , an index of the larger companies on the London Stock Exchange . [ 1 ]