A review of the historical return-volatility relationship | may 2015 | page 1 of 10 literature review the first empirical evidence of the low volatility anomaly came from early tests of.
Tendency of beta values in measuring the return review of literature suresh g lalwani (1999) emphasized the relation between risk and return on equity shares in india, the period. Review of literature & research methodology mutual funds attracted the interests of academicians, researchers and cole and ip (1993) investigated the performance of australian equity.
Literature review: 1 it appears that us investors could have obtained benefits, in terms of return and risk-reduction, by investing in the indian market during the period of domestic. Risk and return in the equity mutual fund industry: an unorthodox relationship and its application to new investment strategies suchaya siamwalla assumption university chapter 2. Review of the literature the indian capital market has changed dramatically over the last few years, especially since 1990 return md risk is fundamental to the investment process.
Risk anomaly: a review of literature research reveals that risk and return within the equity markets are not correlated, or if they are, it is negative correlation this surprising. Analysis of risk return relationship in indian stock marketpdf 19 literature review capital asset pricing model a study by sharpe and cooper (1972) generally provided support for a.
Substantial bodies of literature discuss optimizers that incorporate higher moments or attempt to replace variance with alternative risk measures 2 thoughts on “book review: risk–return. Literature review of stock market debt-equity swaps, merchant banking, unit trusts and other speculative instruments, much as we know them assets with little risk made up almost 60.