Results 1 to 10 of about 8,661,659 (256)
A Combined AHP-PROMETHEE Approach for Portfolio Performance Comparison
International Journal of Financial Studies, 2023 Comparing portfolio performance is complex due to the fact that each model is dominant in its own risk space. Since there is no single dominant performance measure, the research problem is how to incorporate several different measures into a performance ...
Mirza Sikalo +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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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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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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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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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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Optimal Portfolio Allocation with Elliptical and Mixed Copulas
Istanbul Business Research, 2023 This research aims to investigate the asset allocation performance of three different optimization methods commonly applied in the literature for a portfolio composed of univariate returns generated from Mixed and Elliptic copulas instead of historical ...
Cemile Özgür, Vedat Sarıkovanlık
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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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Screening rules and portfolio performance [PDF]
The North American Journal of Economics and Finance, 2018 We analyze the use of alternative performance measures to rank and select assets. Previous literature centers on the effects of non-normality on rank correlations between orderings. Instead, we select the assets recommended by each performance measure (ordering) and analyze out-of- sample returns of the portfolio that contains them.
León Valle, Ángel M. +2 more
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