| 000 | 00865npc a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 140613s2012 xx 000 0 und d | ||
| 060 | _a332.6322 | ||
| 100 | _aSARMA, JONALI | ||
| 245 |
_aBayesian approach to financial risk _bAn empirical investigation into Indian stock market |
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| 260 | _c2012 | ||
| 300 | _a499-512 | ||
| 520 | _aThe 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 | _aFINANCIAL RISK | ||
| 700 | _aSAMAH, PRANITA | ||
| 773 |
_oP14522 _nM _930789 _011192 _tFINANCE INDIA |
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| 942 |
_2ddc _cARTCL |
||
| 999 |
_c11412 _d11412 |
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