Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/22821
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dc.contributor.advisorVirmani, Vineet-
dc.contributor.authorLathi, Vinay-
dc.date.accessioned2020-01-30T09:58:07Z-
dc.date.available2020-01-30T09:58:07Z-
dc.date.issued2017-
dc.identifier.urihttp://hdl.handle.net/11718/22821-
dc.description.abstractSince, 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.isoen_USen_US
dc.publisherIndian Institute of Management Ahmedabaden_US
dc.subjectMarketing - Stocks - Indiaen_US
dc.subjectFactor theory - Asset returnsen_US
dc.subjectSampling frequency - FF 4-factor regression - Effecten_US
dc.titleDo low risk stocks give higher returns in Indian market?en_US
dc.typeStudent Projecten_US
Appears in Collections:Student Projects

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