QR (Quantile Regression) are performed on future returns and risk-returns (volatility), where the independent variables …

It is a universally accepted principle that risk and return of investing are commensurate. However, people give more … importance to return and risk takes a back seat. This study is an attempt to understand the perceptions of 120 investors in … Gandhinagar region towards risk and return of investing in stock market. The study analyses the investment preferences of these …

We study the relationship between stock market return expectations and risk aversion of individuals and test whether … Dutch National Bank Household Survey, we find that risk aversion levels have significant and negative effects on stock … between stock market expectations and risk aversion. These effects are in addition to a significant and positive impact from …