Results 1 to 10 of about 566,258 (283)
Is there any effect of ESG scores on portfolio performance? Evidence from Europe and Turkey [PDF]
Journal of Capital Markets Studies, 2020 Purpose – The purpose of this paper is to examine the performance of portfolios that are constructed based on environmental, social and governance (ESG) scores and consist of stocks located in Europe and Turkey.
Emre Zehir, Aslı Aybars
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A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange [PDF]
تحقیقات مالی, 2022 Objective: The problem of securities optimization is a significant financial problem, and the issue of choosing the optimal stock portfolio has long occupied the minds of investment professionals.
Marziyeh Nourahmadi, Hojjatollah Sadeqi
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EVALUATING CRYPTO PORTFOLIO PERFORMANCE [PDF]
Journal of Lviv Polytechnic National University. Series of Economics and Management Issues, 2020 Криптовалюта привертає багато уваги академічної спільноти, портфельних інвесторів, державних регуляторів та широкої громадськості. Ще не до кінця зрозуміло, чи це тип цифрового фінансового активу, чи нова форма грошей. Правовий статус криптовалюти суттєво відрізняється в різних країнах і є невизначеним в Україні.
Kondrat, I. +3 more
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BMJ Open Ophthalmology, 2023 Objective In this study, we investigated the demographic trends of patients undergoing ophthalmic surgeries based on geographic region, priority level, and sex.Methods and analysis This population-based retrospective cohort study used the Ontario Health ...
Tina Felfeli +3 more
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Türkiye’de Sürdürülebilir Temalı Fonların Geleneksel Fonlarla Karşılaştırmalı Performans Analizi
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2022 Sürdürülebilir finans çevresel ve sosyal yatırım anlayışla gelecek nesillere daha yaşanabilir dünya bırakmak için ekonomik aktivitenin çevreye ve topluma duyarlı üretim anlayışının gelişmesine katkı sağlamayı amaçlamaktadır. Yatırımcıların sosyal sorumlu
İdil Koç +2 more
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ESG Disclosure and Portfolio Performance [PDF]
Risks, 2021 This paper illustrates the impact of Environmental Social and Governance (ESG) disclosure on European corporate equity performance. In this study, we use an extensive data set of European ESG ratings provided by Bloomberg to demonstrate that ESG disclosure is associated with improved return growth, with the Governance pillar exhibiting the strongest ...
Ramón Bermejo Climent +3 more
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International Journal of Financial Studies, 2023 The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market.
Mohammad Sharik Essa, Evangelos Giouvris
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International Journal of Financial Studies, 2023 In recent years, a great deal of attention has been devoted to the use of neural networks in portfolio management, particularly in the prediction of stock prices. Building a more profitable portfolio with less risk has always been a challenging task.
Abdellilah Nafia +2 more
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Comparison of Optimal Portfolio Performance Based on Value at Risk and Upside Risk with Conventional Models [PDF]
راهبرد مدیریت مالی, 2022 The present study compares the performance of the optimal portfolio, based on Value at Risk and Upside Risk, with conventional models (the optimal portfolio based on the Markowitz model).
Moslem Sedaghati +3 more
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Portfolio Evaluation with the Vector Distance Based on Portfolio Composition
Mathematics, 2023 We propose a novel portfolio evaluation method, a distance-based approach, which directly evaluates the portfolio composition rather than portfolio returns.
Heonbae Jeon +4 more
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