2012, ISBN: 9783659175060

Risk and Return are topics which stimulated the imagination of academicians for decades.After the development of portfolio theory,once risk diversification is accompalished,the concept of… Mehr…

Risk and Return are topics which stimulated the imagination of academicians for decades.After the development of portfolio theory,once risk diversification is accompalished,the concept of the market risk and betas have enabled the academic community to estimate the parameters of risk and return.In this context the authors have applied the CAPM study for India .The study covers five companies listed on the National Stock Exchange of India (NSE). These companies are the State Bank of India, Tata Motors, and Reliance group of Companies, Infosystch and HFDC bank.Monthly data for 2005 to 2009 period are collected and analyszed .After giving an excellent theoretical exposition of the CAPM theory,the authors estimate econometrically the risk and return paramters.Finally, the authors contribute to the ongoing discussion on why the equity risk premiums have been recently higher than the historical averages. Buch (fremdspr.) Muthucattu Thomas Paul#Fosuhene Akua Asarebea Taschenbuch, LAP LAMBERT Academic Publishing, 05.07.2012, LAP LAMBERT Academic Publishing, 2012<

2009, ISBN: 9783659175060

Risk and Return are topics which stimulated the imagination of academicians for decades.After the development of portfolio theory,once risk diversification is accompalished,the concept of… Mehr…

Risk and Return are topics which stimulated the imagination of academicians for decades.After the development of portfolio theory,once risk diversification is accompalished,the concept of the market risk and betas have enabled the academic community to estimate the parameters of risk and return.In this context the authors have applied the CAPM study for India .The study covers five companies listed on the National Stock Exchange of India (NSE). These companies are the State Bank of India, Tata Motors, and Reliance group of Companies, Infosystch and HFDC bank.Monthly data for 2005 to 2009 period are collected and analyszed .After giving an excellent theoretical exposition of the CAPM theory,the authors estimate econometrically the risk and return paramters.Finally, the authors contribute to the ongoing discussion on why the equity risk premiums have been recently higher than the historical averages. Bücher > Fremdsprachige Bücher > Englische Bücher 220 x 150 x 10 mm , LAP LAMBERT Academic Publishing, Taschenbuch, LAP LAMBERT Academic Publishing<

ISBN: 3659175064

Gebundene Ausgabe

Risk Modeling and a study of CAPM for major Indian companies ab 59 € als Taschenbuch: An Empirical Study On Stock Returns. Aus dem Bereich: Bücher, English, International, Gebundene Ausga… Mehr…

Risk Modeling and a study of CAPM for major Indian companies ab 59 € als Taschenbuch: An Empirical Study On Stock Returns. Aus dem Bereich: Bücher, English, International, Gebundene Ausgaben, Medien > Bücher, LAP Lambert Academic Publishing<

2012, ISBN: 3659175064

Kartoniert / Broschiert, mit Schutzumschlag neu, [PU:LAP Lambert Academic Publishing]