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Volatility Analysis and Asset Pricing of Stock Portfolios

Volatility Analysis and Asset Pricing of Stock Portfolios

von Klaus Grobys
Softcover - 9783837090499
89,00 €
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Beschreibung

Since a vast number of investment funds are available at the market, it may be difficult for investors to figure out which fund might serve their needs the best. Especially in times where the uncertainty in the market increases, it might be even more important to figure out how investment funds response to such volatility shocks. Volatility as a risk measure may not be constant over time, but tight connected to the market risk in contrast. Hence, the exploration of the investment fund’s volatility response to shocks in the stock market may give a deeper understanding of what the actual risk of an investor might be.

an Empirical Approach in Applied Financial Econometrics

Details

Verlag BoD – Books on Demand
Ersterscheinung 03. Februar 2009
Maße 29.7 cm x 21 cm x 0.9 cm
Gewicht 428 Gramm
Format Softcover
ISBN-13 9783837090499
Auflage 1. Auflage
Seiten 140

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