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Title

Risk and Return in the World's Major Stock Markets.

Authors

Meric, Gulser; Meric, Ilhan

Abstract

Focuses on a study which used data envelopment analysis (DEA) technique to compare the performance of 16 major national stock markets around the world in terms of their risk-return characteristics. How the DEA technique can assist the investor in investment decision-making; Data used in the study; Results of the study.

Subjects

DATA envelopment analysis; STOCK exchanges; RATE of return; CORPORATE finance

Publication

Journal of Investing, 2001, Vol 10, Issue 1, p62

ISSN

1068-0896

Publication type

Academic Journal

DOI

10.3905/joi.2001.319452

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