Advances in Research in Business and Finance, 2005: Investment Management and Risk Management (Voloume 6)
Synopsis
The growing importance of stock market investment and foreign investments in emerging as well as developed countries demands understanding and research in these areas. Different scholars have tried to measure Value at Risk (VaR) by using various sophisticated techniques for the measurement of risk and to test the weak form of efficiency in the stock market in India and USA.
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Jitendra Mahakud