• myGriffith
    • Staff portal
    • Contact Us⌄
      • Future student enquiries 1800 677 728
      • Current student enquiries 1800 154 055
      • International enquiries +61 7 3735 6425
      • General enquiries 07 3735 7111
      • Online enquiries
      • Staff phonebook
    View Item 
    •   Home
    • Griffith Research Online
    • Journal articles
    • View Item
    • Home
    • Griffith Research Online
    • Journal articles
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Browse

  • All of Griffith Research Online
    • Communities & Collections
    • Authors
    • By Issue Date
    • Titles
  • This Collection
    • Authors
    • By Issue Date
    • Titles
  • Statistics

  • Most Popular Items
  • Statistics by Country
  • Most Popular Authors
  • Support

  • Contact us
  • FAQs
  • Admin login

  • Login
  • A Review Study of Risk-Return Relationship and Performance Measures Comparing Different Industry Sectors

    Author(s)
    Shamsabadi, Hussein Abedi
    Dargiri, Mohammad Nourani
    Rasiah, Devinaga
    Griffith University Author(s)
    Abedi Shamsabadi, Hussein
    Year published
    2012
    Metadata
    Show full item record
    Abstract
    The significance of risk-return relationship is advocated from both investors and organizations. Evaluating the relationship between expected rate of return and the risk of asset would help investors to make better and more accurate decision on investing in different industries. To this regards, the study reviewed the risk-return relationship and pricing methods, theories and empirical studies to develop a performance measures comparing different industry sectors. The empirical evidences were discussed within the scope of market risks and returns. Then, the theories and pioneer literature related to Capital Asset Pricing ...
    View more >
    The significance of risk-return relationship is advocated from both investors and organizations. Evaluating the relationship between expected rate of return and the risk of asset would help investors to make better and more accurate decision on investing in different industries. To this regards, the study reviewed the risk-return relationship and pricing methods, theories and empirical studies to develop a performance measures comparing different industry sectors. The empirical evidences were discussed within the scope of market risks and returns. Then, the theories and pioneer literature related to Capital Asset Pricing Model (CAPM) was explored to show the relationship between expected return and systematic risk. Treynor Index, Sharpe Index, and Jansen Index as performance measures were extracted from CAPM model and the correlation were discussed between them. As of outcome, the study proposed a risk-return construct regards to develop better performance measures for industry sectors.
    View less >
    Journal Title
    Australian Journal of Basic and Applied Sciences
    Volume
    6
    Issue
    12
    Publisher URI
    http://www.ajbasweb.com/old/ajbas_November_2012.html
    Subject
    Investment and Risk Management
    Publication URI
    http://hdl.handle.net/10072/55738
    Collection
    • Journal articles

    Footer

    Disclaimer

    • Privacy policy
    • Copyright matters
    • CRICOS Provider - 00233E

    Tagline

    • Gold Coast
    • Logan
    • Brisbane - Queensland, Australia
    First Peoples of Australia
    • Aboriginal
    • Torres Strait Islander