Outline of finance

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The following outline is provided as an overview of and topical guide to finance:

Finance - addresses the ways in which individuals and organizations raise and allocate monetary resources over time, taking into account the risks entailed in their projects.

Video Outline of finance

Overview

The word finance may incorporate any of the following:

• The study of money and other assets
• The management and control of those assets
• Profiling and managing project risks

Maps Outline of finance

Fundamental financial concepts

• Finance Overview
  • Arbitrage
  • Capital (economics)
  • Capital asset pricing model
  • Cash flow
  • Cash flow matching
  • Debt
    • Default
    • Consumer debt
    • Debt consolidation
    • Debt settlement
    • Credit counseling
    • Bankruptcy
    • Debt diet
    • Debt-snowball method
  • Discounted cash flow
  • Financial capital
    • Funding
  • Financial modeling
  • Entrepreneur
    • Entrepreneurship
  • Fixed income analysis
  • Gap financing
  • Hedge
    • Basis risk
  • Interest rate
    • Risk-free interest rate
    • Term structure of interest rates
  • Short rate model
    • Vasicek model
    • Cox-Ingersoll-Ross model
    • Hull-White model
    • Chen model
    • Black-Derman-Toy model
  • Interest
    • Effective interest rate
    • Nominal interest rate
    • Interest rate basis
    • Fisher equation
    • Crowding out
    • Annual percentage rate
    • Interest coverage ratio
  • Investment
    • Foreign direct investment
    • Gold as an investment
    • Over-investing
  • Leverage
  • Long (finance)
  • Liquidity
  • Margin (finance)
  • Mark to market
  • Market Impact
  • Medium of exchange
  • Microcredit
  • Money creation
  • Money
    • Currency
    • Coin
    • Banknote
    • Counterfeit
  • Portfolio
    • Modern portfolio theory
    • Mutual fund separation theorem
    • Post-modern portfolio theory
  • Reference rate
    • Reset
  • Return
    • Absolute return
    • Investment performance
    • Relative return
  • Risk
    • Financial risk
    • Risk management
      • Financial risk management
      • Uncompensated risk
    • Risk measure
      • Coherent risk measure
      • Deviation risk measure
      • Spectral risk measure
      • Value at risk
      • Expected shortfall
      • Entropic value at risk
  • Scenario analysis
  • Short (finance)
  • Speculation
    • Day trading
  • Position trader
  • Spread trade
  • Standard of deferred payment
  • Store of value
  • Time horizon
  • Time value of money
    • Discounting
    • Present value
    • Future value
    • Net present value
    • Internal rate of return
    • Modified internal rate of return
    • Annuity
    • Perpetuity
  • Unit of account
  • Volatility
  • Yield
  • Yield curve

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History

• History of banking
• History of insurance
• Tulip mania 1620s/1630s
• South Sea Bubble & Mississippi Company 1710s; see also Stock market bubble
• Vix pervenit 1745, on usury and other dishonest profit
• Panic of 1837
• Railway mania 1840s
• Erie War 1860s
• Long Depression 1873 to 1896
• Post-World War I hyperinflation; see Hyperinflation and Inflation in the Weimar Republic
• Wall Street Crash 1929
• Great Depression 1930s
• Bretton Woods Accord 1944
• 1973 oil crisis
• 1979 energy crisis
• Savings and Loan Crisis 1980s
• Black Monday 1987
• Asian financial crisis 1990s
• Dot-com bubble 1995-2001
• Stock market downturn of 2002
• United States housing bubble
• Financial crisis of 2007-2010

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Finance terms by field

Accounting (financial record keeping)

• Auditing
• Accounting software
• Book keeping
• FASB
• Financial accountancy
  • Financial statements
    • Balance sheet
    • Cash flow statement
    • Income statement
• Management accounting
• Philosophy of Accounting
• Working capital

Banking

• Anonymous banking
• Automatic teller machine
• Deposit
• Deposit creation multiplier
• Ethical banking
• International Bank Account Number
• Islamic banking
• Loan
  • Pre-qualification
  • Pre-approval
  • Subprime
• Withdrawal

Corporate finance

• Balance sheet analysis
  • Financial ratio
• Business plan
• Capital budgeting
  • Investment policy
    • Business valuation
    • Stock valuation
    • Fundamental analysis
    • Real options
    • Valuation topics
    • Fisher separation theorem
  • Sources of financing
    • Capital structure
    • Cost of capital
    • Weighted average cost of capital
    • Modigliani-Miller theorem
    • Hamada's equation
  • Dividend policy
    • Dividend
    • Dividend tax
    • Dividend yield
    • Modigliani-Miller theorem
• Corporate action
• Managerial finance
  • Management accounting
• Mergers and acquisitions
  • leveraged buyout
  • takeover
  • corporate raid
• Real options
• Working capital management
  • Working capital
    • Current assets
    • Current liabilities
  • Return on investment
    • Return on capital
    • Return on assets
    • Return on equity
  • loan covenant
  • cash conversion cycle
  • Cash management
  • Supply chain management
  • Just In Time (JIT)
  • Economic order quantity (EOQ)
  • Economic production quantity (EPQ)
  • Credit (finance)
  • Credit scoring
  • Default risk
  • Discounts and allowances
  • Factoring (trade)

Investment management

See also: #General concepts under Portfolio theory below.

• Active management
• Efficient market hypothesis
• Portfolio
• Modern portfolio theory
  • Capital asset pricing model
• Arbitrage pricing theory
• Passive management
  • Index fund
• Activist shareholder
• Mutual fund
  • Open-end fund
  • Closed-end fund
  • List of mutual-fund families
• Financial engineering
  • Long-Term Capital Management
• Hedge fund
• Hedge

Personal finance

• 529 plan (college savings)
• Asset allocation
  • Asset location
• Budget
• Coverdell Education Savings Account (Coverdell ESAs, formerly known as Education IRAs)
• Credit and debt
  • Credit card
  • Debt consolidation
  • Mortgage loan
    • Continuous-repayment mortgage
• Debit card
• Direct deposit
• Employment contract
  • Commission
  • Employee stock option
  • Employee or fringe benefit
  • Health insurance
  • Paycheck
  • Salary
  • Wage
• Financial literacy
• Insurance
• Predatory lending
• Retirement plan
  • 401(a)
  • 401(k)
  • 403(b)
  • 457 plan
  • Keogh plan
  • Individual Retirement Account
    • Roth IRA
    • Traditional IRA
    • SEP IRA
    • SIMPLE IRA
  • Pension
• Simple living
• Social security
• Tax advantage
• Wealth
• Comparison of accounting software
• Personal financial management
• Investment club
• Collective investment scheme

Public finance

• Central bank
• Federal Reserve
• Fractional-reserve banking
  • Deposit creation multiplier
• Tax
  • Capital gains tax
  • Estate tax (and inheritance tax)
  • Gift tax
  • Income tax
  • Inheritance tax
  • Payroll tax
  • Property tax (including land value tax)
  • Sales tax (including value added tax, excise tax, and use tax)
  • Transfer tax (including stamp duty)
  • Tax advantage
  • Tax, tariff and trade
  • Tax amortization benefit
• Crowding out
• Industrial policy
• Agricultural policy
• Currency union
• Monetary reform

Insurance

• Actuarial science
• Annuities
• Catastrophe modeling
• Earthquake loss
• Extended coverage
• Insurable interest
• Insurable risk
• Insurance
  • Health insurance
    • Disability insurance
    • Injury cover
    • Flexible spending account
    • Health savings account
    • Long term care insurance
    • Medical savings account
  • Life insurance
    • Life insurance tax shelter
    • Permanent life insurance
    • Term life insurance
    • Universal life insurance
    • Variable universal life insurance
    • Whole life insurance
  • Property insurance
    • Auto insurance
    • Boiler insurance
    • Condo insurance
    • Earthquake insurance
    • Home insurance
    • Title insurance
    • Pet insurance
    • Renters' insurance
  • Casualty insurance
    • Fidelity bond
    • Liability insurance
    • Political risk insurance
    • Surety bond
    • Terrorism insurance
  • Credit insurance
    • Trade credit insurance
    • Payment protection insurance
    • Credit derivative
  • Mid-term adjustment
  • Reinsurance
  • Self insurance
  • Travel insurance
  • Niche insurance
• Insurance contract
• Risk Retention Group

Economics and finance

• Economic growth
• Financial economics
• Mathematical economics
• Managerial economics
• Utility theory

Mathematics and finance

Time value of money

• Present value
• Future value
• Discounting
• Net present value
• Internal rate of return
• Annuity
• Perpetuity

Financial mathematics

Mathematical tools

• Probability
  • Probability distribution
    • Binomial distribution
    • Log-normal distribution
    • Poisson distribution
• Stochastic calculus
  • Brownian motion
    • Geometric Brownian motion
  • Cameron-Martin theorem
  • Feynman-Kac formula
  • Girsanov's theorem
  • Itô's lemma
  • Martingale representation theorem
  • Radon-Nikodym derivative
  • Stochastic differential equations
  • Stochastic process
    • Jump process
    • Lévy process
    • Markov process
    • Ornstein-Uhlenbeck process
    • Wiener process
• Monte Carlo methods
  • Low-discrepancy sequence
  • Monte Carlo integration
  • Quasi-Monte Carlo method
  • Random number generation
• Partial differential equations
  • Finite difference method
  • Heat equation
  • Numerical partial differential equations
    • Crank-Nicolson method
    • Finite difference method: Numerical analysis
• Volatility
  • ARCH model
  • GARCH model
  • Stochastic volatility
  • Stochastic volatility jump

Derivatives pricing

• Brownian model of financial markets
• Rational pricing assumptions (See also Fundamental theorem of asset pricing & Martingale pricing)
  • Risk neutral valuation
  • Arbitrage free pricing
• Forward contract
  • Forward contract pricing
• Futures
  • Futures contract pricing
• Options (incl. Real options and ESOs)
  • Black-Scholes formula
    • Approximations for American options
      • Barone-Adesi and Whaley
      • Bjerksund and Stensland
      • Black's approximation
      • Optimal stopping
      • Roll-Geske-Whaley
  • Black model
  • Binomial options model
  • Finite difference methods for option pricing
  • Garman-Kohlhagen model
  • The Greeks
  • Lattice model (finance)
  • Margrabe's formula
  • Monte Carlo methods for option pricing
    • Monte Carlo methods in finance
    • Quasi-Monte Carlo methods in finance
    • Least Square Monte Carlo for American options
  • Trinomial tree
  • Volatility
    • Implied volatility
    • Historical volatility
    • Local volatility
    • Stochastic volatility
      • Constant elasticity of variance model
      • Heston model
      • SABR volatility model
    • Volatility smile (& Volatility surface)
      • Implied binomial tree
      • Implied trinomial tree
      • Edgeworth binomial tree
• Swaps
  • Swap valuation
    • Currency swap #Valuation and Pricing
    • Interest rate swap #Valuation and pricing
    • Variance swap #Pricing and valuation
• Interest rate derivatives (bond options, swaptions, caps and floors, and others)
  • Black model
    • caps and floors
    • swaptions
    • Bond options
  • Short-rate models (generally applied via lattice based- and specialized simulation-models, although "Black like" formulae exist in some cases.)
    • Rendleman-Bartter model
    • Vasicek model
    • Ho-Lee model
    • Hull-White model
    • Cox-Ingersoll-Ross model
    • Black-Karasinski model
    • Black-Derman-Toy model
    • Kalotay-Williams-Fabozzi model
    • Longstaff-Schwartz model
    • Chen model
  • Forward rate-based models (Application as per short-rate models)
    • LIBOR market model (also called: Brace-Gatarek-Musiela Model, BGM)
    • Heath-Jarrow-Morton Model (HJM)
• Valuation adjustments
  • Credit valuation adjustment
  • XVA

Constraint finance

• Environmental finance
• Feminist economics
• Green economics
• Islamic economics
• Uneconomic growth
• Value of Earth
• Value of life

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Financial markets

Market and instruments

• Capital markets
• Securities
• Financial markets
• Primary market
• Initial public offering
• Aftermarket
• Free market
• Bull market
• Bear market
• Bear market rally
• Market maker
• Dow Jones Industrial Average
• Nasdaq
• List of stock exchanges
• List of stock market indices
• List of corporations by market capitalization
• Value Line Composite Index

Equity market

• Stock market
• Stock
• Common stock
• Preferred stock
• Treasury stock
• Equity investment
• Index investing
• Private Equity
• Financial reports and statements
• Fundamental analysis
• Dividend
• Dividend yield
• Stock split

Equity valuation

See also: #Discounted cash flow valuation below

• Dow theory
• Elliott wave principle
• Economic value added
• Fibonacci retracement
• Gordon model
• Growth stock
• Mergers and acquisitions
• Leveraged buyout
• Takeover
• Corporate raid
• PE ratio
• Market capitalization
• Income per share
• Stock valuation
• Technical analysis
• Chart patterns
• V-trend
• Paper valuation

Investment theory

• Behavioral finance
• Dead cat bounce
• Efficient market hypothesis
• Market microstructure
• Stock market crash
• Stock market bubble
• January effect
• Mark Twain effect
• Quantitative behavioral finance
• Quantitative analysis (finance)
• Statistical arbitrage

Bond market

• Bond (finance)
• Zero-coupon bond
• Junk bonds
• Convertible bond
• Accrual bond
• Municipal bond
• Sovereign bond
• Bond valuation
  • Yield to maturity
  • Bond duration
  • Bond convexity
• Fixed income

Money market

• Repurchase agreement
• International Money Market
• Currency
• Exchange rate
• International currency codes
• Table of historical exchange rates

Commodity market

• Commodity
  • Asset
  • Commodity Futures Trading Commission
  • Day trading
  • Drawdowns
  • Forfaiting
  • Fundamental analysis
  • Futures contract
  • Fungibility
  • Gold as an investment
  • Hedging
  • Jesse Lauriston Livermore
  • List of traded commodities
  • Ownership equity
  • Position trader
  • Risk (Futures)
  • Seasonal traders
  • Seasonal spread trading
  • Slippage
  • Speculation
  • Spread trade
  • Technical analysis
    • Breakout
    • Bear market
    • Bottom (technical analysis)
    • Bull market
    • MACD
    • Moving average
    • Open Interest
    • Parabolic SAR
    • Point and figure charts
    • Resistance
    • RSI
    • Stochastic oscillator
    • Stop loss
    • Support
    • Top (technical analysis)
  • Trade
  • Trend

Derivatives market

• Derivative (finance)
• (see also Financial mathematics topics; Derivatives pricing)
• Underlying instrument

Forward markets and contracts

• Forward contract

Futures markets and contracts

• Backwardation
• Contango
• Futures contract
  • Financial future
    • Currency future
    • Interest rate future
    • Single-stock futures
    • Stock market index future
• Futures exchange

Option markets and contracts

• Options
  • Stock option
    • Box spread
    • Call option
    • Put option
    • Strike price
    • Put-call parity
    • The Greeks
    • Black-Scholes formula
    • Black model
    • Binomial options model
    • Implied volatility
    • Option time value
    • Moneyness
      • At-the-money
      • In-the-money
      • Out-of-the-money
    • Straddle
    • Option style
      • Vanilla option
      • Exotic option
      • Binary option
      • European option
        • Interest rate floor
        • Interest rate cap
      • Bermudan option
      • American option
      • Quanto option
      • Asian option
    • Employee stock option
  • Warrants
  • Foreign exchange option
  • Interest rate options
  • Bond options
  • Real options
  • Options on futures

Swap markets and contracts

• Swap (finance)
  • Interest rate swap
  • Basis swap
  • Asset swap
  • Forex swap
  • Stock swap
  • Equity swaps
  • Currency swap
  • Variance swap

see: Swap (finance)

Derivative markets by underlyings

Equity derivatives

• Contract for difference (CFD)
• Exchange-traded fund (ETF)
  • Closed-end fund
  • Inverse exchange-traded fund
• Equity options
• Equity swap
• Real estate investment trust (REIT)
• Warrants
  • Covered warrant

Interest rate derivatives

• LIBOR
• Forward rate agreement
• Interest rate swap
• Interest rate cap
• Exotic interest rate option
• Bond option
• Interest rate future
• Money market instruments
• Range accrual Swaps/Notes/Bonds
• In-arrears Swap
• Constant maturity swap (CMS) or Constant Treasury Swap (CTS) derivatives (swaps, caps, floors)
• Interest rate Swaption
• Bermudan swaptions
• Cross currency swaptions
• Power Reverse Dual Currency note (PRDC or Turbo)
• Target redemption note (TARN)
• CMS steepener
• Snowball
• Inverse floater
• Strips of Collateralized mortgage obligation
• Ratchet caps and floors

Credit derivatives

• Credit default swap
• Collateralized debt obligation
• Credit default option
• Total return swap
• Securitization

Foreign exchange derivative

• Foreign exchange option
• Currency future
• Forex swap
• Foreign exchange hedge
• Binary option: Foreign exchange

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Financial regulation

• Corporate governance
• Financial regulation
  • Bank regulation
    • Banking license
• License

Designations and accreditation

• Certified Financial Planner
• Chartered Financial Analyst
  • CFA Institute
• Chartered Alternative Investment Analyst
• Professional Risk Manager
• Chartered Financial Consultant
• Canadian Securities Institute
• Independent Financial Adviser
  • Chartered Insurance Institute
• Financial Risk Manager
• Chartered Accountant

Litigation

• Liabilities Subject to Compromise

Fraud

• Forex scam
• Insider trading
• Legal origins theory
• Petition mill
• Ponzi scheme

Industry bodies

• International Swaps and Derivatives Association
• National Association of Securities Dealers

Regulatory bodies

International

• Bank for International Settlements
• International Organization of Securities Commissions
• Security Commission
• Basel Committee on Banking Supervision
• Basel Accords - Basel I, Basel II, Basel III
• International Association of Insurance Supervisors
• International Accounting Standards Board

European Union

• European Securities Committee (EU)
• Committee of European Securities Regulators (EU)

Regulatory bodies by country

United Kingdom

• Financial Services Authority

United States

• Commodity Futures Trading Commission
• Federal Reserve
• Federal Trade Commission
• Municipal Securities Rulemaking Board
• Office of the Comptroller of the Currency
• Securities and Exchange Commission

United States legislation

• Glass-Steagall Act (US)
• Gramm-Leach-Bliley Act (US)
• Sarbanes-Oxley Act (US)
• Securities Act of 1933 (US)
• Securities Exchange Act of 1934 (US)
• Investment Advisers Act of 1940 (US)
• USA PATRIOT Act

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Actuarial topics

• Actuarial topics

Asset types

• Real Estate
• Securities
• Commodities
• Futures
• Cash

Raising capital

• Debt
• Factors
• Securities
  • Initial public offering

Valuation

Underlying theory

• Value (economics)
• Valuation (finance) and specifically #Valuation overview
• Real versus nominal value (economics)
• Fair value
• Intrinsic value
• Asset pricing
• Market price
• Value in use
• "The Theory of Investment Value"
• Equilibrium price
  • market efficiency
  • economic equilibrium
  • rational expectations
• Arbitrage-free price (Rational pricing §)
  • § Arbitrage free pricing
  • § Risk neutral valuation
• Valuation risk

Discounted cash flow valuation

• Bond valuation
  • Modelling (Bond valuation §)
    • § Present value approach
    • § Arbitrage-free pricing approach
    • Pull to par
  • Results
    • Clean price
    • Dirty price
    • Yield to maturity
    • Duration
    • Convexity
    • Coupon yield
    • Current yield
    • Asset swap spread
    • I-spread
    • Option-adjusted spread
    • Z-spread
  • Cash flows
    • Principal (finance)
    • Coupon (bond)
    • Fixed rate bond
    • Floating rate note
    • Zero-coupon bond
    • Accrual bond

• Real estate valuation
  • Real estate economics
  • Intrinsic value (finance) #Real estate
  • Income approach
    • Net Operating Income
    • Real estate appraisal #The income approach
    • German income approach

• Equity valuation
  • Context (see also #Equity valuation above)
    • Fundamental analysis
    • Stock valuation / Stock selection criterion
    • Business valuation
    • Capital budgeting / Corporate Finance "project valuation"
    • Intrinsic value (finance) #Equity
    • The Theory of Investment Value
    • Target price
  • Results
    • Enterprise value
    • Sum-of-the-parts analysis
    • Discounts and allowances
    • Net present value
    • Adjusted present value
    • Equivalent Annual Cost
    • Payback period
    • Discounted payback period
    • Internal rate of return
    • Modified Internal Rate of Return
    • Return on investment
    • Profitability index
    • Minimum acceptable rate of return
  • Specific models and approaches
    • Dividend discount model
    • Gordon growth model
    • Market value added / Economic value added
    • Residual Income Valuation
    • First Chicago Method
    • rNPV
    • Fed model
    • Chepakovich valuation model
    • Sum of perpetuities method
    • Benjamin Graham formula
    • LBO valuation model
    • Goldman Sachs asset management factor model
  • Modelling
    • Cash flow
      • Cash flow statement
      • Operating cash flow
      • EBIDTA
      • NOPAT
      • Free cash flow
        • Free cash flow to firm
        • Free cash flow to equity
      • Dividends
    • Terminal value (finance)
      • Sustainable growth rate
    • Cost of capital
      • Weighted average cost of capital
      • Capital Asset Pricing Model
      • Arbitrage pricing theory
      • T-model
    • Forecasted financial statements
      • Financial forecast
      • Financial modeling #Accounting
      • Pro forma #Financial statements
      • Revenue
        • Revenue model
        • Revenue #Financial statement analysis
        • Net sales
      • Costs
        • Cost driver
        • Fixed cost
        • Variable cost
        • Overhead cost
        • Value chain
      • Capital
        • Financial capital
        • Capital structure
        • Capital budgeting
        • working capital
        • fixed assets

Relative valuation

• Bonds
  • Bond valuation #Relative price approach
  • Yield spread
    • I-spread
    • Option-adjusted spread
    • Z-spread
  • Credit spread (bond)

• Real estate
  • Capitalization rate
  • Gross Rent Multiplier
  • Sales comparison approach
    • Real estate appraisal #The sales comparison approach

• Equity
  • Financial ratio
  • Market-based valuation
  • Comparable company analysis
  • Dividend yield
    • Yield gap
  • Return on equity
    • DuPont analysis
  • PE ratio
    • PEG ratio
    • Cyclically adjusted price-to-earnings ratio
  • P/B ratio
  • Price to cash based earnings
  • Price to Sales
  • EV/EBITDA
  • EV/Sales
  • Stock image

Contingent claim valuation

See also: #Derivatives pricing above.

• valuation techniques
  • Valuation of options
  • Option (finance) #Model implementation

• valuation of investments and projects
  • real options
  • Corporate finance #Valuing flexibility
  • Business valuation #Option pricing approaches
• valuation of balance sheet assets and liabilities
  • warrants and other convertible securities
  • investments with embedded options such as callable bonds
  • employee stock options
  • structured finance investments (funding dependent)
  • special purpose entities (funding dependent)

Portfolio theory

General concepts

• Portfolio (finance)
• Portfolio manager / Investment management
  • Active management
  • Passive management (Buy and hold)
    • Index fund
  • Core & Satellite
  • Smart beta
• Investment strategy
  • Benchmark-driven investment strategy
  • Liability-driven investment strategy
• Investor profile
• Rate of return on a portfolio
• Risk return ratio
• Portfolio optimization
• Diversification (finance)
• Asset classes
  • Exter's Pyramid
• Asset allocation
  • Tactical asset allocation
    • Global tactical asset allocation
  • Strategic asset allocation
  • Dynamic asset allocation
• Sector rotation
• Correlation & covariance
  • Covariance matrix
  • Correlation matrix
• Risk-free interest rate
• Leverage (finance)
• Utility function
• Intertemporal portfolio choice
• Investment style
• Style investing
• Portfolio insurance
  • Constant proportion portfolio insurance

Modern portfolio theory

• Portfolio optimization
  • Risk return ratio
  • Risk-return spectrum
  • Economic efficiency
    • Efficient-market hypothesis
    • Random walk hypothesis
  • Utility maximization problem
  • Merton's portfolio problem
  • Kelly criterion
  • Roy's safety-first criterion

• Theory and results (derivation of the CAPM)
  • Market price
  • Systematic risk
    • Risk factor (finance)
  • Idiosyncratic risk / Specific risk
  • Mean-variance analysis (Two-moment decision model)
  • Efficient frontier (Mean variance efficiency)
  • Feasible set
  • Mutual fund separation theorem
    • Separation property (finance)
  • Tangent portfolio
  • Market portfolio
  • Beta (finance)
    • Fama-MacBeth regression
    • Hamada's equation
  • Capital allocation line
  • Capital market line
  • Security characteristic line
  • Capital asset pricing model
  • Security market line
  • Roll's critique

• Related measures
  • Alpha (finance)
  • Sharpe ratio
  • Treynor ratio
  • Jensen's alpha

• Equilibrium pricing models (CAPM and extensions)
  • Capital asset pricing model (CAPM)
  • Consumption-based capital asset pricing model (CCAPM)
  • Intertemporal CAPM (ICAPM)
  • Single-index model
  • Multiple factor models (see Risk factor (finance))
    • Fama-French three-factor model
    • Carhart four-factor model
    • Arbitrage pricing theory (APT)

• Optimization models
  • Black-Litterman model
  • Treynor-Black model

Post-modern portfolio theory

• Approaches
  • Behavioral portfolio theory
  • Stochastic portfolio theory
  • Universal portfolio algorithm
  • Maslowian portfolio theory
  • Dedicated portfolio theory (fixed income specific)

• Optimization considerations
  • Pareto efficiency
  • Bayesian efficiency
  • Multiple-criteria decision analysis
  • Multi-objective optimization
  • Stochastic dominance
    • Second-order Stochastic dominance
    • Marginal conditional stochastic dominance
  • Downside risk
  • Risk parity
  • Tail risk parity
  • Deviation risk measure
  • Volatility skewness
  • Semivariance
  • CVaR (Conditional Value at Risk)
  • Statistical dispersion

• Measures
  • Dual-beta
    • Downside beta
    • Upside beta
  • Upside potential ratio
  • Upside risk
  • Downside risk
  • Sortino ratio
  • Omega ratio
  • Bias ratio
  • Information ratio
    • Active return
    • Active risk

Performance measurement

• Performance attribution
  • Market timing
  • Stock selection
• Fixed-income attribution
• Benchmark
• Lipper average
• Returns-based style analysis
• Rate of return on a portfolio
• Holding period return
• Tracking error
• Alpha (finance)
• Beta (finance)
• Simple Dietz method
• Modified Dietz method
• Modigliani risk-adjusted performance
• Upside potential ratio
• Maximum Downside Exposure
• Maximum drawdown
  • Sterling ratio
• Sharpe ratio
• Treynor ratio
• Jensen's alpha
• Bias ratio
• V2 ratio
• Calmar ratio (hedge fund specific)

Mathematical techniques

• Quadratic programming
  • Critical line method
• Nonlinear programming
• Mixed integer programming
• Stochastic programming (§ Multistage portfolio optimization)
• Copula (probability theory) (§ Quantitative finance)
• Principal component analysis (§ Quantitative finance)
• Deterministic global optimization

Financial software tools

• Straight Through Processing Software
• Technical Analysis Software
• Fundamental Analysis Software
• Algorithmic trading
• Electronic trading platform
• List of numerical analysis software
• Comparison of numerical analysis software

Financial institutions

Financial institutions

• Bank
  • List of banks
    • List of banks in the Arab World
    • List of banks in Africa
    • List of banks in the Americas
    • List of banks in Asia
    • List of banks in Europe
    • List of banks in Oceania
    • List of international banking institutions
  • Advising bank
  • Central bank
    • List of central banks
  • Commercial bank
  • Community development bank
  • Cooperative bank
  • Custodian bank
  • Depository bank
  • Ethical bank
  • Investment bank
  • Islamic banking
  • Merchant bank
  • Microcredit
  • Mutual savings bank
  • National bank
  • Offshore bank
  • Private bank
  • Savings bank
  • Swiss bank
  • Bank holding company
• Building society
• Broker
  • Broker-dealer
  • Brokerage firm
  • Commodity broker
  • Insurance broker
  • Investment broker
  • Online broker
  • Options broker
  • Prime brokerage
  • Retail broker
  • Stockbroker
• Clearing house
• Commercial lender
• Community development financial institution
• Credit rating agency
• Credit union
• Diversified financial
• Edge Act Corporation
• Export Credit Agencies
• Financial adviser
• Financial intermediary
• Financial planner
• Futures exchange
  • List of futures exchanges
• Government sponsored enterprise
• Hard money lender
• Independent Financial Adviser
• Industrial loan company
• Insurance company
• Investment adviser
• Investment company
• Investment trust
• Large and Complex Financial Institutions
• Mutual fund
• Non-banking financial company
• Savings and loan association
• Stock exchange
  • List of stock exchanges
• Trust company

Lists

• Index of accounting articles
• Outline of business management
• Outline of marketing
• Outline of economics
• Outline of production
• List of international trade topics
• List of business law topics
• List of business theorists

See also

• Actuarial topics

External links

• Wharton Finance Knowledge Project - aimed to offer free access to finance knowledge for students, teachers, and self-learners.
• Comprehensive site about topics of financial theory, with a focus in Corporate Finance, Valuation and Investments. Updated Data, Excel Spreadsheets and more. Prof. Aswath Damodaran
• For links to finance web sites, grouped by topic see Web Sites for Discerning Finance Students, Prof. John M. Wachowicz -
• For the introductory finance web site at the University of Arizona, studyfinance.com
• For introductory articles, a full glossary and links to resources on behavioral finance see the BF gallery
• For the law of the financial markets see SECLaw.com
• For various shared blog posts on finance see fwisp.com
• For stock market related financial definitions see TheStreet.com Glossary
• The Finance Director provides access to essential suppliers of financial services and solutions
• Middle East Banking & Finance News -- ArabianBusiness.com

Source of article : Wikipedia