Do low risk stocks give higher returns in Indian market?

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Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/22821

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DC Field	Value	Language
dc.contributor.advisor	Virmani, Vineet	-
dc.contributor.author	Lathi, Vinay	-
dc.date.accessioned	2020-01-30T09:58:07Z	-
dc.date.available	2020-01-30T09:58:07Z	-
dc.date.issued	2017	-
dc.identifier.uri	http://hdl.handle.net/11718/22821	-
dc.description.abstract	Since, the advent of ‘Capital Asset Pricing Model (CAPM)’ in 1965, factor theory has been the most widely accepted framework of understanding return on financial assets. As rightly explained by Andrew Ang in his book on factor investing, ‘factors are to assets what nutrients are to food’. As nutrients are the key drivers of food’s nutritional value (which we ultimately want to tap), factor risks are the driving force behind assets’ risk premiums.	en_US
dc.language.iso	en_US	en_US
dc.publisher	Indian Institute of Management Ahmedabad	en_US
dc.subject	Marketing - Stocks - India	en_US
dc.subject	Factor theory - Asset returns	en_US
dc.subject	Sampling frequency - FF 4-factor regression - Effect	en_US
dc.title	Do low risk stocks give higher returns in Indian market?	en_US
dc.type	Student Project	en_US
Appears in Collections:	Student Projects

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