𝔖 Scriptorium
✦   LIBER   ✦
πŸ“

Risk-Return Relationship and Portfolio Management

✍ Scribed by Raj S. Dhankar

Publisher
Springer India
Year
2019
Tongue
English
Leaves
324
Series
India Studies in Business and Economics
Edition
1st ed. 2019
Category
Library
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✦ Synopsis

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 of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk–return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk–return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.

✦ Table of Contents

Front Matter ....Pages i-xxii
Front Matter ....Pages 1-1
Capital Asset Pricing Model: An Overview (Raj S. Dhankar)....Pages 3-17
Indian Stock Market and Relevance of Capital Asset Pricing Models (Raj S. Dhankar)....Pages 19-37
Non-linearities, GARCH Effects and Emerging Stock Markets (Raj S. Dhankar)....Pages 39-62
Stock Market Overreaction (Raj S. Dhankar)....Pages 63-76
Front Matter ....Pages 77-77
Single-Factor Model and Portfolio Management (Raj S. Dhankar)....Pages 79-93
Variance Ratio Test, ARIMA Model and Stock Price Behaviour (Raj S. Dhankar)....Pages 95-112
Multifactors Model and Portfolio Management (Raj S. Dhankar)....Pages 113-129
Market Efficiency and Stock Market (Raj S. Dhankar)....Pages 131-151
Risk-Return Analysis and Stock Markets (Raj S. Dhankar)....Pages 153-162
Front Matter ....Pages 163-163
Time Series of Return and Volatility (Raj S. Dhankar)....Pages 165-177
Correlation, Uncertainty and Investment Decisions (Raj S. Dhankar)....Pages 179-195
Risk–Return Assessment: An Overview (Raj S. Dhankar)....Pages 197-207
Front Matter ....Pages 209-209
Market Efficiency, Diversification and Portfolio Performance (Raj S. Dhankar)....Pages 211-222
Price Earning Ratio, Efficiency and Portfolio Performance (Raj S. Dhankar)....Pages 223-232
Risk Diversification and Market Index Model (Raj S. Dhankar)....Pages 233-247
Mean–Variance Approach and Portfolio Selection (Raj S. Dhankar)....Pages 249-263
Front Matter ....Pages 265-265
Islamic Finance, Growth and Investing (Raj S. Dhankar)....Pages 267-277
Value at Risk and Mutual Funds (Raj S. Dhankar)....Pages 279-291
Adaptive Markets Hypothesis (Raj S. Dhankar)....Pages 293-305
Investor Sentiment and Investment Decision-Making (Raj S. Dhankar)....Pages 307-319
Back Matter ....Pages 321-323

✦ Subjects

Finance; Finance, general; Accounting/Auditing; Quantitative Finance

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