Name: Risk Return Analysis of Selected BSE AUTO Company (en Inglés)
SKU: 57591100
Price: 55950.00 CLP
Availability: InStock
Author: Virani, Varsha
ISBN: 9786202552806

portada Risk Return Analysis of Selected BSE AUTO Company (en Inglés)

Risk Return Analysis of Selected BSE AUTO Company (en Inglés)

Formato

Libro Físico

Autor

Varsha Virani

Editorial

LAP Lambert Academic Publishing

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

Dimensiones

22.9x15.2x0.4 cm

Peso

0.10 kg.

ISBN13

9786202552806

Categorías

Gestión de la producción y control de calidad

Risk Return Analysis of Selected BSE AUTO Company (en Inglés)

Varsha Virani (Autor) · LAP Lambert Academic Publishing · Tapa Blanda

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Reseña del libro "Risk Return Analysis of Selected BSE AUTO Company (en Inglés)"

We present a model of a financial market in which immature diversification, based simply on portfolio size and obtained as a consequence of the law of large numbers, is distinguished from efficient diversification, based on mean-variance analysis. This distinction yields a valuation formula involving only the essential risk embodied in an asset's return, where the overall risk can be decomposed into a systematic and an unsystematic part, as in the arbitrage pricing theory; and the systematic component further decomposed into an essential and an inessential part, as in the capital-asset- pricing model.The two theories are thus unified, and their individual asset-pricing formulas shown to be equivalent to the pervasive economic principle of no arbitrage. The factors in the model are endogenously chosen by a procedure analogous to the Karhunen-Loéve expansion of continuous time stochastic processes; it has an optimality property justifying the use of a relatively small number of them to describe the underlying correlation structures. Because the difficulties in the formulation of the law of large numbers with a standard continuum of random variables are well known, the model uncovers