Besides market risk, banking stocks are also subject to interest rate risk due to the simple fact that banking profitability is a function of prevailing interest rate. This paper examines the effects of interest rate changes on banking stock returns in India using the multivariate OLS and GARCH...

In this paper the performance evaluation of ULIPs is carried out through risk-return analysis, Treynor’s ratio, Sharpe’s ratio and Jensen’s measure. The data used in the study is daily closing NAVs for the period from 1st January 2009 to 31st December 2009. The schemes selected for study...