| 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 |
