Risk Modeling and a study of CAPM for major Indian companies

Risk Modeling and a study of CAPM for major Indian companies


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

₹ 4,396

Availability: Out of stock


Delivery :

5% Cashback on all Orders paid using MobiKwik Wallet T&C

Free Krispy Kreme Voucher on all Orders paid using UltraCash Wallet T&C
Product Out of Stock Subscription

(Notify me when this product is back in stock)

  • Product Description
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.
Product Specifications
SKU :COC10892
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-10-07
0 Review(s)