Risk-Return Relationship and Portfolio Management

  • Raj S. Dhankar

Part of the India Studies in Business and Economics book series (ISBE)

Table of contents

  1. Front Matter
    Pages i-xxii
  2. Valuation of Capital Assets

    1. Front Matter
      Pages 1-1
    2. Raj S. Dhankar
      Pages 3-17
    3. Raj S. Dhankar
      Pages 63-76
  3. Market Efficiency and Capital Market Models

    1. Front Matter
      Pages 77-77
    2. Raj S. Dhankar
      Pages 113-129
    3. Raj S. Dhankar
      Pages 131-151
    4. Raj S. Dhankar
      Pages 153-162
  4. Risk-Return Analysis and Investment Decision

    1. Front Matter
      Pages 163-163
    2. Raj S. Dhankar
      Pages 165-177
    3. Raj S. Dhankar
      Pages 197-207
  5. Portfolio Selection, Performance and Risk-Return Relationship

    1. Front Matter
      Pages 209-209
    2. Raj S. Dhankar
      Pages 233-247
  6. Contemporary Topics

    1. Front Matter
      Pages 265-265
    2. Raj S. Dhankar
      Pages 267-277
    3. Raj S. Dhankar
      Pages 279-291
    4. Raj S. Dhankar
      Pages 293-305
  7. Back Matter
    Pages 321-323

About this book


This book covers all aspects of modern finance relating to portfolio theory and risk–return relationship, offering a comprehensive guide to the importance, measurement and application of the risk–return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk–return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk–return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.


Capital Market Models Portfolio Management Portfolio Theory Risk-Return Relationship Stock Market Efficiency

Authors and affiliations

  • Raj S. Dhankar
    • 1
  1. 1.Faculty of Management Studies (FMS)University of DelhiNew DelhiIndia

Bibliographic information

Industry Sectors
Chemical Manufacturing
Finance, Business & Banking
Consumer Packaged Goods