selected Indices from January 2007 to December 2009. In this study I have found that there is no major difference in risk and … return of different capitalisation stocks, but there is significant difference in risk and return of same stocks in different …

The present study is an attempt to diagnose the risk return profile of equity stocks of selected Indian IT companies … listed on IT Index of NSE. The risk return profile of selected IT companies has been examined on various parameters including … the absolute return, abnormal return, required rate of return as per CAPM model, volatility of return, systematic risk and …

unforeseen probability of gain and loss, an element of risk. Also, with globalization and innovation, the market has increased in … biases that affect the risk and return perception of retail investors, and the association between demographical factors and …

making and risk management. Over the past three decades there has been a trend towards increased asset return correlations … models proposed in the literature can be used to formally characterize and quantify market risk. In particular, we ask how … adequate these models are for modelling market risk at times of financial crisis. In doing so we consider a multivariate t …

A conditional asset pricing model with risk and uncertainty implies that the time-varying exposures of equity … portfolios to the market and uncertainty factors carry positive risk premiums. The empirical results from the size, book … that equity portfolios that are highly correlated with economic uncertainty proxied by the variance risk premium (VRP …

Empirical measures of world consumption growth risk have failed to rationalize the cross-section of country equity … returns. We propose a new factor, termed "the global consumption factor", to explain the patterns in risk premiums on … from 47 developed and emerging market countries over a four-decade period. Our risk factor reflects changes in the cross …