Results 1 to 10 of about 10,224 (168)
Pulse sharpness as a quantitative index of vascular aging [PDF]
Scientific Reports, 2021 AbstractThe aim of this study was to develop a robust algorithm to quantify pulse sharpness that can complement the limitations of radial augmentation index (rAIx) and explore the role of this quantitative sharpness index in reflecting vascular aging or arterial stiffness.
Jang-Han Bae, Young Ju Jeon
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Assets performance evaluation with the use of returns distribution characteristics [PDF]
تصمیم گیری و تحقیق در عملیات, 2023 Purpose: Portfolio optimization is a selection of assets with the lowest risk and highest return. Asset performance evaluation is a useful way to choose assets and construct a profitable portfolio.
Seyedeh Masoumeh Mirsadeghpour Zoghi +4 more
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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
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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
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An image-inspired audio sharpness index [PDF]
2017 25th European Signal Processing Conference (EUSIPCO), 2017 Publication in the conference proceedings of EUSIPCO, Kos island, Greece ...
Mahé, Gael +2 more
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How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast
Financial Innovation, 2020 This paper derives a new method for comparing the weak-form efficiency of markets. The author derives the formula of the Sharpe ratio from the ARMA-GARCH model and finds that the Sharpe ratio just depends on the coefficients of the AR and MA terms and is
Lin Liu, Qiguang Chen
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Sharp Bounds on the Augmented Zagreb Index of Graph Operations [PDF]
Kragujevac Journal of Mathematics, 2020 Let G be a finite and simple graph with edge set E(G). The augmented Zagreb index of G is ( ) ∑ dG (u )dG (v) 3 AZI (G ) = ---------------------- , dG (u ) + dG (v) − 2 uv∈E(G ) where dG(u) denotes the degree of a vertex u in
Dehgardi, N., Aram, H.
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Evaluating the Effectiveness of the Momentum Strategy for Responsible Investment in the Russian Stock Market [PDF]
SHS Web of Conferences, 2021 In modern conditions, the integration of ESG-criteria into investment decisions of asset managers is considered as a key factor in sustainable economic development. We examine the effectiveness of the Momentum-ESG strategy based on the Responsibility and
Ovechkin Danila +2 more
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Sharp Bounds for the Inverse Sum Indeg Index of Graph Operations [PDF]
Mathematical Problems in Engineering, 2021 Vukičević and Gasperov introduced the concept of 148 discrete Adriatic indices in 2010. These indices showed good predictive properties against the testing sets of the International Academy of Mathematical Chemistry. Among these indices, twenty indices were taken as beneficial predictors of physicochemical properties.
Anam Rani, Muhammad Imran, Usman Ali
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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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