Dictionary


Basis Point
One hundredth of a percentage point.
Basis Risk
The risk associated with an unexpected widening or narrowing of basis (i.e. the difference between the futures price and the spot price).
Bear
Investor acting on the belief that prices or the market will decline. (Opposite of Bull).
Bear Market
A market in which prices decline sharply against a background of widespread pessimism.
Benchmark Error
Use of an inappropriate proxy for the true market portfolio.