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dc.contributor.authorAnderson, Luke William
dc.date.accessioned2009-10-06T22:56:29Z
dc.date.availableNO_RESTRICTIONen_US
dc.date.available2009-10-06T22:56:29Z
dc.date.issued2008
dc.identifier.urihttp://hdl.handle.net/10179/1026
dc.description.abstractThis research examines how the interval of observation affects the assessment of risk in stocks. I do this by analysing the economic and statistical significance of the worst returns on stocks, and by analysing the relationship between the interval of observation and factors which are thought to affect the return on stocks. This research shows the interval of observation used to assess the risk in stocks is important and the conclusions change considerably depending on how the data is drawn. In addition, the results indicate an investor’s time horizon is important in deciding their asset allocation and the style of investment should be suitable for the time horizon selected.en_US
dc.language.isoenen_US
dc.publisherMassey Universityen_US
dc.rightsThe Authoren_US
dc.subjectStock returnsen_US
dc.subjectRisk assessmenten_US
dc.subjectFinancial investmenten_US
dc.subject.otherFields of Research::350000 Commerce, Management, Tourism and Services::350300 Banking, Finance and Investmenten_US
dc.titleAn analysis of the interval of observation and the risk in stocks : a thesis presented in partial fulfilment of the requirements for the degree of Master of Business Studies in Finance at Massey University, Palmerston North, New Zealanden_US
dc.typeThesis or Dissertationen_US
thesis.degree.disciplineFinanceen_US
thesis.degree.grantorMassey Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Business Studies (M.B.S.)en_US


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