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 Glossary   >   M   >   "Market price of risk" Definition   

        Market price of risk

A measure of the extra return, or risk premium, that investors demand to bear risk. The reward-to-risk ratio of the market portfolio.

Market price of risk


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Market price of risk - A measure of the extra return, or risk premium, that investors demand to bear risk. The reward-to-risk ratio of the market portfolio.


Market price of risk : a measure of the extra return, or risk premium, that investors demand to bear risk. the reward-to-risk ratio of the market portfolio.