Risk-Return Relationship and Portfolio Management

• Main Author: Dhankar, Raj S. (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New Delhi : Springer India : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Series: India Studies in Business and Economics,
• Subjects: Finance.; Accounting.; Bookkeeping .; Economics, Mathematical .; Finance, general.; Accounting/Auditing.; Quantitative Finance.

This book covers all aspects of modern finance relating to portfolio theory and risk-return relationship, offering a comprehensive guide to the importance, measurement and application of the risk-return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation...

Table of Contents:

• Capital Asset Pricing Model: An Overview
• Indian Stock Market and Relevance of Capital Asset Pricing Mod
• Non-Linearties, Garch Effects and Emerging Stock Markets
• Indian Stock Market and Contrarian and Momentum Strategies
• Single Factor Model and Portfolio Management
• Variance Ratio Test , ARIMA Model and Stock Price Behaviour
• Multi-Factors Model and Portfolio Management
• Market Efficiency and Stock Market
• Risk-Return Analysis and Investment Decisions
• Risk-Return Analysis and Stock Markets
• Time-Series of Return and Volatility
• Correlation, Uncertainty and Investment Decisions
• Risk-Return Assessment: An Overview.