AM | Arithmetic Mean |
ATM | At The Money (option) |
AUM | Assets Under Management |
BEI | Break-Even Inflation |
BF | Behavioral Finance |
B/P | Book/Price, book-to-market ratio |
BRP | Bond Risk Premium, term premium |
B-S | Black–Scholes |
C-P BRP | Cochrane–Piazzesi Bond Risk Premium |
CAPM | Capital Asset Pricing Model |
CAY | Consumption wealth ratio |
CB | Central Bank |
CCW | Covered Call Writing |
CDO | Collateralized Debt Obligation |
CDS | Credit Default Swap |
CF | Cash Flow |
CFNAI | Chicago Fed National Activity Index |
CFO | Chief Financial Officer |
CMD | Commodity (futures) |
CPIyoy | Consumer Price Inflation year on year |
CRB | Commodity Research Bureau |
CRP | Credit Risk Premium (over Treasury bond) |
CRRA | Constant Relative Risk Aversion |
CTA | Commodity Trading Advisor |
DDM | Dividend Discount Model |
DJ CS | Dow Jones Credit Suisse |
DMS | Dimson–Marsh–Staunton |
D/P | Dividend/Price (ratio), dividend yield |
DR | Diversification Return |
E( ) | Expected (conditional expectation) |
EMH | Efficient Markets Hypothesis |
E/P | Earnings/Price ratio, earnings yield |
EPS | Earnings Per Share |
ERP | Equity Risk Premium |
ERPB | Equity Risk Premium over Bond (Treasury) |
ERPC | Equity Risk Premium over Cash (Treasury bill) |
F | Forward price or futures price |
FF | Fama–French |
FI | Fixed Income |
FoF | Fund of Funds |
FX | Foreign eXchange |
G | Growth rate |
GARCH | Generalized AutoRegressive Conditional Heteroskedasticity |
GC | General Collateral repo rate (money market interest rate) |
GDP | Gross Domestic Product |
GM | Geometric Mean, also compound annual return |
GP | General Partner |
GSCI | Goldman Sachs Commodity Index |
H | Holding-period return |
HF | Hedge Fund |
HFR | Hedge Fund Research |
HML | High Minus Low, ... |
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