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Facteurs de risque des actions ordinaires : le point de vue des gestionnaires québécois

Author

Listed:
  • René Darmon

    (ESSEC, France)

  • Nabil T. Khoury

    (Faculté des sciences de l’administration, Université Laval)

  • Jean-Marc Martel

    (Faculté des sciences de l’administration, Université Laval)

Abstract

The purpose of this paper is to identify the main factors professional fund managers in Québec take into consideration when assessing the riskiness of their investment in common stocks. L’objet de cet article est d’identifier les principaux facteurs que les gestionnaires professionnels de portefeuilles au Québec prennent en considération pour appréhender le risque de leur placement en actions ordinaires.

Suggested Citation

  • René Darmon & Nabil T. Khoury & Jean-Marc Martel, 1990. "Facteurs de risque des actions ordinaires : le point de vue des gestionnaires québécois," L'Actualité Economique, Société Canadienne de Science Economique, vol. 66(3), pages 348-364.
    • Handle: RePEc:ris:actuec:v:66:y:1990:i:3:p:348-364
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    References listed on IDEAS

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    1. Tinic, Seha M & West, Richard R, 1986. "Risk, Return, and Equilibrium: A Revisit," Journal of Political Economy, University of Chicago Press, vol. 94(1), pages 126-147, February.
    2. Pettit, R. Richardson & Westerfield, Randolph, 1972. "A Model of Capital Asset Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(2), pages 1649-1668, March.
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