Example sentences of "[art] market [noun sg] " in BNC.

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1 On the political right , this implied the triumph of the market philosophy , the private ethic , and the imperatives of early-nineteenth-century liberalism in place of the dead hand of state-directed corporatism which Attlee , Macmillan , Wilson , and Heath had variously created .
2 It was also the case that the conversion of the population to the market philosophy needed direction on a massive scale .
3 Over ten years the market philosophy had undoubtedly penetrated the social services , education , the professions , and a whole range of public institutions .
4 ‘ It speaks volumes for the market scope of UnixWare , ’ he said .
5 ‘ It 's hard to ignore the market dominance that Microsoft brings to NT — it is the natural growth path for Windows users , who need a solution to the DOS spaghetti underneath Windows ’ , claims Sanders .
6 The federation has in turn been accused by Greenpeace of making false claims in an effort to maintain the market dominance of their own models .
7 On most appliances ( except cookers which were exempt ) the high postwar level of purchase tax ( varying between 50 per cent and 100 per cent for much of this period ) , government restriction of credit facilities , and the limited adoption of modern design and mass production techniques severely limited the market size .
8 Whereas the market size is it it varies considerably .
9 And the market the market size really for in year one is two and a half percent which is fourteen and a half million litres of water .
10 The Philip Morris doctrine means that a merger may be caught by Article 85 if at least two competitors or potential competitors are involved and if the market behaviour of one or more of those concerned in the merger is likely to be influenced so as to distort competition and have an appreciable effect on trade between the Member States .
11 Instead of instruction flowing in one direction — from the consumer to the market to the producer ( the ‘ accepted sequence ’ ) , ‘ the producing arm reaches forward to control its markets and beyond to manage the market behaviour and shape the social attitudes of those , ostensibly , it serves ’ .
12 The question of measuring the response of the futures market to changes in the rate of return on the market portfolio will be considered further in Chapter 7 .
13 For example , the available evidence suggests that commodity futures are subject to little systematic risk , while index futures have roughly the same systematic risk as the market portfolio , which is the portfolio of all shares in the market held in proportion to their market capitalization .
14 This linear relationship can be stated as E ( R i ) = r + [ E ( R M ) - r ] β i , where E ( R j ) is the expected return on the asset , E ( R M ) is the expected return on the market portfolio ( usually proxied by a stock market index ) and r is the risk-free interest rate .
15 The systematic risk of the i th asset is measured by where represents the variance of returns on the market portfolio .
16 Therefore , given the risk of the market portfolio ( ) , systematic risk is determined by the β i coefficient , which quantifies the extent to which returns on the asset are correlated with those of the market , that is , β i = Cov ( R i , R M ) /Var ( R M ) .
17 Ignoring dividends , she restated the security market line in terms of spot prices as [ E ( S t +1 ; ) - S t ( 1 + r ) ] /S t = [ E ( R M ) - r ] β i , where β i is the beta value of the asset underlying the future , with respect to the market portfolio .
18 The basket of shares in the index is seldom identical to the market portfolio and so the basket of shares corresponding to the index may have a beta value ( with respect to the market portfolio ) that differs from unity .
19 The basket of shares in the index is seldom identical to the market portfolio and so the basket of shares corresponding to the index may have a beta value ( with respect to the market portfolio ) that differs from unity .
20 Thus E ( R I ) = r + [ E ( R M ) - r ] β F , where R l is the return on the shares in the index , and F is the beta value of the portfolio of shares in the index , with respect to the market portfolio .
21 If the no-arbitrage condition applies , the beta value for the index portfolio with respect to the market portfolio ( β F ) is also the beta value of the future with respect to the market portfolio .
22 If the no-arbitrage condition applies , the beta value for the index portfolio with respect to the market portfolio ( β F ) is also the beta value of the future with respect to the market portfolio .
23 To the extent that the technological success is not highly correlated with the returns on the market portfolio , the project is not so risky for a well-diversified shareholder .
24 They will have varying proportions of the market portfolio and the risk-free asset to the extent that there will be lending and borrowing portfolios ( see Fig. 4.5 ) .
25 However , the main conclusion is that each investor , whatever his or her preferences as to risk aversion ( or otherwise ) , will have an investment in the market portfolio .
26 Therefore , it is appropriate to start at the market portfolio and consider it in some depth .
27 The market portfolio
28 Therefore it follows that the optimum portfolio ( which is called the ‘ market ’ portfolio ) will consist of all investment assets in the market and that each asset will be held in proportion to the ratio of its own market value to the total market value : where W i is the weight of asset i in the market portfolio .
29 This proposition may be illustrated by considering a situation in which an investor creates a portfolio consisting of share I and the market portfolio M. If the proportion invested in I is defined as W i ( in effect W i measures the excess demand for asset I when positive and excess supply of asset I when negative ; when W i is zero then the capital market is in equilibrium as there is neither excess demand nor excess supply of asset I ) and the proportion invested in M as ( ) , an infinite number of portfolios may be created where the weights for I may vary between +1and -1 .
30 At position M the weight of investment in security1 is zero ( i.e. ) and the investor has concentrated his investment solely in the market portfolio ( where the investor has only invested in I to the extent of the share 's capitalization compared to that of the market as a whole ) .
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