Results 11 to 20 of about 3,950,360 (199)
Analisis Portofolio Optimal Markowitz dan Single Index Model pada Jakarta Islamic Index [PDF]
Ekonomi dan Bisnis, 2021 Penelitian ini adalah penelitian deskriptif kuantitatif yang bertujuan untuk mengetahui komposisi portofolio optimal pada saham-saham yang konsisten terdaftar di Jakarta Islamic Index (JII) dari periode 2018 – November 2020.
Irsyaad Rachmatullah +2 more
doaj +2 more sources
Generalized Single Index Models and Jensen Effects on Reproduction and Survival [PDF]
Journal of Agricultural, Biological and Environmental Statistics, 2021 Environmental variability often has substantial impacts on natural populations and communities through its effects on the performance of individuals. Because organisms' responses to environmental conditions are often nonlinear (e.g., decreasing performance on both sides of an optimal temperature), the mean response is often different from the response ...
Zi Ye, Giles Hooker, Stephen P. Ellner
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Asian Management and Business Review, 2021 This study aims to compare the performance of the Islamic stock index in Malaysia and Indonesia using the Sharpe, Treynor and Jensen methods. The findings in this study are the performance of Sharia JII and FBMS stocks in 2014-2019, it can be concluded ...
Jeihan Ali Azhar, Resti Wulandari
doaj +1 more source
The Jensen effect and functional single index models: Estimating the ecological implications of nonlinear reaction norms [PDF]
The Annals of Applied Statistics, 2020 This paper develops tools to characterize how species are affected by environmental variability, based on a functional single index model relating a response such as growth rate or survival to environmental conditions. In ecology, the curvature of such responses are used, via Jensen's inequality, to determine whether environmental variability is ...
Ye, Zi +2 more
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International Journal of Islamic Education, Research and Multiculturalism, 2023 The Sharia capital market emerged as an alternative vehicle for the investor community to invest in the financial world in accordance with Sharia principles.
Fanji Muchlisina, Riskayanto
doaj +1 more source
Jurnal Akuntansi, 2020 Stocks as an investment instrument that categorized as a high risk dan high return instrument. Therefore, investors should distributed their invesment funds in a number of shares by forming an optimal portfolio where the highest return is obtain at a ...
Dini Iskandar +2 more
doaj +1 more source
Performance Evaluation of Stock Price Indexes in the Indonesia Stock Exchange
International Research Journal of Business Studies, 2018 This study evaluates the performance of stock price indexes in the Indonesia Stock Exchange by using Sharpe Index, Treynor Ratio, Jensen Alpha, Adjusted Sharpe Index, Adjusted Jensen Index and Sortino Ratio.
Robiyanto
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Performance Evaluation of Mutual Funds Via Single Valued Neutrosophic Set (SVNS) Perspective: A Case Study in Turkey [PDF]
Neutrosophic Sets and Systems, 2018 The aim of this study was to use the Single-Valued Neutrosophic Set (SVNS) to analyze 58 mutual funds, traded at the Istanbul Stock Exchange, under incomplete, indeterminate and inconsistent information.
Serpil Altinirmak +3 more
doaj +1 more source
PERFORMANCE EVALUATION OF LQ45 STOCKS IN THE INDONESIA STOCK EXCHANGE DURING PERIOD OF 2016-2018
Journal of Management and Entrepreneurship Research, 2020 Objective: This study investigates the performance evaluation of each LQ45 stock in the Indonesia Stock Exchange conducted by using the Sharpe Index, Treynor Ratio, Jensen Alpha, Sortino Ratio, and Information Ratio.
Happy Catherine, Robiyanto Robiyanto
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Combining GMM, Jensen's inequality and BIC for speaker indexing
Electronics Letters, 2010 According to Jensen's inequality, the Bayesian information criterion (BIC) based on the Gaussian mixture model (GMM) is applied to speaker indexing. It can utilise the advantages of BIC and GMM. Experimental results have demonstrated that it is superior to both single-Gaussian-based BIC and GMM for speaker indexing.
Q.-H. He +5 more
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