Results 11 to 20 of about 10,224 (168)
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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Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning
IEEE Access, 2023 The traditional portfolio theory has relied heavily on historical asset returns while ignoring future information. Based on ensemble learning and maximum Sharpe ratio portfolio theory, this paper proposes a two-stage portfolio optimization method by ...
Zhongbao Zhou +3 more
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Sharp bounds on the inverse sum indeg index
Discrete Applied Mathematics, 2017 The inverse sum indeg index is a recently-introduced bond-additive descriptor that was selected by Vukicevic and Gasperov (2010) as a significant predictor of total surface area of octane isomers. In this paper, we present several sharp upper and lower bounds on the inverse sum indeg index in terms of some graph parameters such as the order, size ...
Farzaneh Falahati Nezhad +2 more
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Blind Deblurring Using a Simplified Sharpness Index [PDF]
, 2013 It was shown recently that the phase of the Fourier Transform of an image could lead to interesting no-reference image quality measures. The Global Phase Coherence, and its recent Gaussian variant called Sharpness Index, rate the sharpness of an image in contrast not only with blur, but also noise, ringing, etc. In this work, we introduce a new variant
Leclaire, Arthur, Moisan, Lionel
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An explicit sharpness index related to global phase coherence [PDF]
2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2012 We propose a definition of a Sharpness Index that is closely related to the notion of Global Phase Coherence recently introduced for automatic image restoration and image quality assessment. Using Gaussian random fields instead of random phase images, we can estimate the probability that a random image has a given Total Variation, which leads us to an ...
Gwendoline Blanchet, Lionel Moisan
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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
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A proposal for measuring efficiency losses of asset management companies: Frontier-based approach
Borsa Istanbul Review, 2022 The performance of funds by asset management companies needs to be based on an objective benchmark. Studies related to the topic focus on measuring performance using a discrete form that cannot capture precise total efficiency losses.
Hakan Aygören +2 more
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Pengujian Anomali Size Effect Di Pasar Modal Indonesia
Matrik, 2020 The research on the size effect anomaly in the Indonesian Capital Market aims to find out the effect of company size on the performance of the stock portfolio.
Luh Gede Sri Artini +2 more
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Double-sided balanced conditional Sharpe ratio
Cogent Economics & Finance, 2019 The purpose of this study was to investigate the behavior of various indices of Tehran Stock Exchange firstly in the boom period from 2018-03-21 to 2018-11-02 and secondly in the recession period from 2016-03-20 to 2016-12-20 using double-sided balanced ...
Saeid Tajdini +2 more
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Portfolio Diversification Based on Clustering Analysis [PDF]
Iranian Journal of Accounting, Auditing & Finance, 2023 Forming an investment portfolio is one of the main concerns of managers and investors who strive in order to create the best investment portfolio to get the best return from the market.
Marziyeh Nourahmadi, Hojjatollah Sadeqi
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