-expected utility which clearly distinguishes between risk preference and time preference. The leverage approach yields the first moment … Carlo simulations. Preferences are modeled by time-additive expected utility and, alternatively, by recursive non …-expected utility. The empirical results for the period 1960 to 1994 confirm those for the U.S. and favour the use of recursive non …

uncertainty and risk, as they indicate that uncertainty-averse investors demand a premium for owning stocks with negative βEPU … EPU being an economically priced and distinct risk factor for equities on an international scale …

respective industry. Expected Return, Expected Risk, Co-efficient of Variation (CV) and Beta of stock have been calculated and … of 35 companies across seven sectors. This would help investors to identify the expected return and risk associated with … the stock in relation to the stock market and support investors to make appropriate investment decision. From the analysis …