Risk and Return Analysis
- 발행기관 아주대학교
- 발행년도 2014
- 제출일 2014-06-24
- 학위수여년월 2014. 6
- 학위명 석사
- 학과 국제대학원 국제경영학과
- 실제URI http://www.dcollection.net/handler/ajou/000000017383
- 본문언어 영어
- 저작권 아주대학교 논문은 저작권에 의해 보호받습니다.
목차
Abstract
Acknowledgement
Table of Contents
List of Tables& Figures
Abbreviationand Acronyms
Table of Contents
Page No.
Chapter I Introduction
1.1 Background of the Study 1
1.2 Focus of the Study 4
1.3 Statement of the Problem 4
1.4 Significance of the Study 5
1.5 Limitations of the Study 6
Chapter II Risk and Return
2.1 Concept of Capital Market 7
2.2 Development of capital market in Nepal 7
2.3 Common Stock 8
2.4 Risk 9
2.5 Systematic Risk and Beta coefficient 12
2.6 Return 13
2.7 Relationship between Risk and Return 14
2.8 Capital Asset Pricing Model (CAPM) 16
Chapter III Literature Review
3.1 Berkowitz and Brien’s research paper 19
3.2 Pagano research paper 19
3.3 Mr. Poudal economic review 20
3.4 Thapa’s Master Thesis 20
3.5 Bhatta’s Thesis 20
3.6 Kiran’s Research paper 21
Chapter IV Research Methodology
4.1 Research Design 22
4.2 Population and Sample 22
4.3 Data 24
4.4 Research tools 24
4.4.1 Financial Tools 24
4.4.2 Statistical tools 28
Chapter V Data Analysis
5.1 Analysis 30
5.2 Hypothesis1 30
5.2.1 Inter-Firm Comparison 30
5.2.2 Analysis of Market Risk and Return 31
5.2.3 Hypothesis Testing ( single mean) 33
5.2.4 Market Sensitivity Analysis 34
5.3 Hypothesis 2 35
5.3.1 Commercial banks price evaluation 35
5.3.2 Hypothesis Testing (Two mean) 36
5.3.3 Systematic and unsystematic risk 37
5.3.4 Reward-to-Risk Ratio 38
5.4 Major Finding of the Study 39
Chapter IV Conclusion and Recommendations
6.1 Conclusion 40
6.2 Recommendations 41
References
Appendix