Results 51 to 60 of about 6,244,015 (259)
Performance of Commodity Futures-Based Dynamic Portfolios
CommoditiesThis paper analyzes the return performance of various commodity futures-based dynamic portfolios over the period from 31 January 1986 to 31 July 2023. By constructing 30 distinct portfolios categorized by style and performance, we assess their potential ...
Ramesh Adhikari
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Borsa Istanbul Review, 2019 This paper investigates the effect of liquidity risk on asset returns in an emerging market, Borsa Istanbul, under the LCAPM framework. The results suggest that including illiquidity betas to the CAPM model contribute the explanation power of systematic ...
Erdinç Altay, Seda Çalgıcı
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To describe long‐term outcomes after anti‐CD20 discontinuation in selected patients with secondary progressive multiple sclerosis (SPMS) who remained without subsequent disease‐modifying therapy (DMT). Methods We retrospectively analyzed data from four centers in Austria and Switzerland.
Ferdinand Otto +12 more
wiley +1 more source
Retail investor experience, asset learning, and portfolio risk-adjusted returns [PDF]
, 2019 It is well documented in the finance literature that retail investors (households) underperform on a risk-adjusted basis when trading in securities markets.
Fjesme, Sturla Lyngnes
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Real estate investment trusts: A price-based risk-adjusted performance study in South Africa
Acta CommerciiOrientation: The study examined the price-based, risk-adjusted return performance of South African real estate investment trusts (REITs) relative to alternative benchmark investments.
Jonathan Tembo, Chioma Okoro
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Data‐Driven SuStaIn Model of Disability Progression in Amyotrophic Lateral Sclerosis
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To determine whether ordinal Subtype and Stage Inference (SuStaIn) applied to routine ALSFRS‐R item scores can identify reproducible disability progression patterns in amyotrophic lateral sclerosis (ALS) and provide clinically meaningful staging.
Giammarco Milella +5 more
wiley +1 more source
Risk-adjusted measures of value creation in financial institutions [PDF]
Measuring value creation by comparing the RAROC of an exposure (the return on risk capital) with a single institution-wide hurdle rate is inconsistent with the standard theory of financial valuation.
Milne, Alistair, Onorato, Mario
core
Journal of Asia Entrepreneurship and SustainabilityThis paper provides a comprehensive examination of the long-term impact of equity investments in India's banking sector, with particular reference to the Nifty Bank Index a sectoral benchmark that tracks the performance of the twelve most liquid and ...
Tanvir mohmmedbhai padaya +1 more
doaj +3 more sources
The five investor camps that try to beat the stock market
Borsa Istanbul Review, 2020 This paper categorizes investors into five groups. They are: efficient markets, risk premium, genius superior traders, rejectors of efficient market theory and those who use research to make superior risk adjusted returns.
William T. Ziemba
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Arthritis Care &Research, EarlyView.Objective We characterized emergency department (ED) gout visits and identified patient characteristics and health services patterns contributing to ED presentations. Methods We conducted a population‐based study of ED gout visits in Ontario, Canada, between 2014 and 2023.
Timothy S. H. Kwok +7 more
wiley +1 more source