Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Volatility Analysis and Asset Pricing of Stock Portfolios: an Empirical Approach in Applied Financial Econometrics

Volatility Analysis and Asset Pricing of Stock Portfolios: an Empirical Approach in Applied Financial Econometrics

Grobys, Klaus

Paperback

Business General

ISBN10: 3837090493
ISBN13: 9783837090499
Publisher: Bod - Books on Demand
Published: Feb 3 2009
Pages: 142
Weight: 0.79
Height: 0.30 Width: 8.27 Depth: 11.69
Language: English
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.

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