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dc.contributor.authorShamsabadi, Hussein Abedi
dc.contributor.authorDargiri, Mohammad Nourani
dc.contributor.authorRasiah, Devinaga
dc.date.accessioned2017-05-03T16:14:31Z
dc.date.available2017-05-03T16:14:31Z
dc.date.issued2012
dc.date.modified2014-01-17T04:09:55Z
dc.identifier.issn19918178
dc.identifier.urihttp://hdl.handle.net/10072/55738
dc.description.abstractThe 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.
dc.description.peerreviewedYes
dc.description.publicationstatusYes
dc.languageEnglish
dc.language.isoeng
dc.publisherINSInet Publications
dc.publisher.placePakistan
dc.publisher.urihttp://www.ajbasweb.com/old/ajbas_November_2012.html
dc.relation.ispartofstudentpublicationN
dc.relation.ispartofpagefrom14
dc.relation.ispartofpageto22
dc.relation.ispartofissue12
dc.relation.ispartofjournalAustralian Journal of Basic and Applied Sciences
dc.relation.ispartofvolume6
dc.rights.retentionY
dc.subject.fieldofresearchInvestment and Risk Management
dc.subject.fieldofresearchcode150205
dc.titleA Review Study of Risk-Return Relationship and Performance Measures Comparing Different Industry Sectors
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.date.issued2012
gro.hasfulltextNo Full Text
gro.griffith.authorAbedi Shamsabadi, Hussein


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