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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

By None

Current price: $159.95
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Volatility Analysis and Asset Pricing of Stock Portfolios: an Empirical Approach in Applied Financial Econometrics

Coles

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

By None

Current price: $159.95
Loading Inventory...

Size: Paperback

Visit retailer's website
*Product information and pricing may vary - to confirm current pricing, availability, shipping, and return information please contact Coles. In the event of a pricing discrepancy, the retailer's price will apply.
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.
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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