Bayesian approach to financial risk (Record no. 11412)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00865npc a2200169Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2012 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 332.6322 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | SARMA, JONALI |
| 245 ## - TITLE STATEMENT | |
| Title | Bayesian approach to financial risk |
| Remainder of title | An empirical investigation into Indian stock market |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2012 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 499-512 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The ordinary least square (OLS) estimate of beta has been widely used as a measure of systematic risk in investment and portfolio analysis. The estimation is based on the assumption that beta is stationary over time. But numerous studies show thatbeta is unstable over time. So the use of OLS method in investment and portfolio analysis will yield an inefficient estimate of systematic risk. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | FINANCIAL RISK |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | SAMAH, PRANITA |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P14522 |
| Note | M |
| Host Itemnumber | 30789 |
| Host Biblionumber | 11192 |
| Title | FINANCE INDIA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.