Risk Return Analysis of Selected BSE AUTO Company

Autor*innen

• Varsha Virani

Parameter

• 64 Seiten
• 3 Lesestunden

• Business & Management
• Recht
• Rechtsthematik
• Sozialwissenschaften

Mehr zum Buch

The book introduces a financial market model that differentiates between immature and efficient diversification, linking them through a valuation formula that captures essential risk in asset returns. It integrates principles from arbitrage pricing theory and the capital-asset-pricing model, demonstrating their equivalence to the no-arbitrage principle. The model utilizes a method akin to the Karhunen-Loève expansion to select factors, highlighting optimality while addressing challenges in applying the law of large numbers to continuous random variables.

• Sprache: Englisch
• Erscheinungsdatum: 2020
• Einband: Paperback