Measurement and assessment of systematic risk of selected industries in stock exchange using wavelet approach

Investment is an essential factor in a country’s economic development. Meanwhile, return and risk have been effective factors in investment. Today, many financial economists have accepted Risk or Beta as a standard tool for assessing the risk involved in certain actions. This paper has been conducte...

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Bibliographic Details
Main Authors: Ghodratollah Emamverdi, Mojtaba Karimi
Format: Article
Language:English
Published: Iran Finance Association 1999-12-01
Series:Iranian Journal of Finance
Subjects:
Online Access:https://www.ijfifsa.ir/article_101116_611c5a678719215fe9cd5155dd8ebdf7.pdf