Risk-Return Relationship and Portfolio Management

Covers various aspects of risk and return against the backdrop of uncertainty and portfolio management Focuses on the applied aspects of portfolio management

Is a valuable guide for researchers and portfolio managers, as well as M.B.A., Ph.D., and graduate students majoring in finance

Autorentext

Prof. Raj S Dhankar, a thought leader and institution builder, is currently the Chief Executive Officer (CEO) for Higher Education at Appejay Education Society, New Delhi. He is also a Professor of Finance and former Dean of the Faculty of Management Studies (FMS), University of Delhi, India. In the course of his career, he has held various administrative positions like the Vice-Chancellor, Amity University, Raipur; Vice-Chancellor, Ansal University, Gurgaon; Vice-Chancellor, Maharishi Dayanand University, Rohtak, Haryana; and Director of the Centre for Canadian Studies, University of Delhi.

Holding a Ph.D. (1983) and Post-Doctoral Studies degree (PDS) (1987) in Finance, Prof. Dhankar has been actively involved in teaching, research, training and consultancy in the field of finance since 1977. He received a Commonwealth Scholarship for a Ph.D. program in the UK and Post-Doctoral Studies (PDS) Scholarship for the USA from the Government of India. Prof. Dhankar receivedhis PDS in Finance from the John Anderson Graduate School of Management, University of California, Los Angeles (UCLA), USA in 1987, and has taught at several international universities including the University of California, Los Angeles (UCLA), University of Southern California (USC), and Lakehead University, Canada. He has completed several major research projects with financial assistance from national and international agencies. He has six books to his credit, and has published over one hundred research papers in major national and international journals. Prof. Dhankar serves on the governing bodies/councils of various educational institutions, and as a Director & Trustee on the boards of several public and private sector organizations. He is a member of various committees in the Central and State Governments. In recognition of his contributions to the welfare of society and institution building, he has been honored with several awards, including Best Vice-Chancellor of the Year in 2016 and the Haryana Ratan award.

Inhalt
Capital Asset Pricing Model: An Overview.- Indian Stock Market and Relevance of Capital Asset Pricing Mod.- Non-Linearties, Garch Effects and Emerging Stock Markets.- Indian Stock Market and Contrarian and Momentum Strategies.- Single Factor Model and Portfolio Management.- Variance Ratio Test , ARIMA Model and Stock Price Behaviour.- Multi-Factors Model and Portfolio Management.- Market Efficiency and Stock Market.- Risk-Return Analysis and Investment Decisions.- Risk-Return Analysis and Stock Markets.- Time-Series of Return and Volatility.- Correlation, Uncertainty and Investment Decisions.- Risk-Return Assessment: An Overview.