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This chapter illustrates the theoretical framework of this dissertation in four major sections: Firstly grand fundamental theories on the cross-section of stock returns are discussed. Secondly deductive academic studies are critically reviewed. Thirdly, recent developments and findings are examined, focussing on international and sector specific aspects of the risk-return relationship. In the fourth section, gaps within the literature are outlined to support the importance of this dissertation.
KeywordsRisk Premium Stock Prex Market Efficiency Efficient Frontier Capital Asset Price Model
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