Volatility Analysis And Asset Pricing Of Stock Portfolios

Download or read book Volatility Analysis and Asset Pricing of Stock Portfolios written by Klaus Grobys and published by BoD – Books on Demand. This book was released on 2009 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.