Results 11 to 20 of about 3,671,092 (264)
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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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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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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APMBA (Asia Pacific Management and Business Application), 2019 The purpose of this study is to determine the stocks of the LQ-45 Index which form a portfolio based on a single index model, analyzed by Sharpe, Treynor, and Jensen methods, whether there are differences in the results of calculations and which is the ...
Qur'anitasari Qur'anitasari +2 more
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The Performance of Portfolio Management Companies in Terms of Pension Funds: Evidence from Turkey
Pamukkale Üniversitesi İşletme Araştırmaları Dergisi, 2021 Private Pension System (PPS) which has been in practice for many countries began its operations on 27 October 2003 in Turkey, and Pension Fund Companies (PFCs), Portfolio Management Companies (PMCs), and government authorities are three main actors in ...
Göksal Selahatdin Kelten
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International Journal of Islamic Education, Research and Multiculturalism, 2023 The Sharia capital market emerged as an alternative vehicle for the investor community to invest in the financial world in accordance with Sharia principles.
Fanji Muchlisina, Riskayanto
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South African Journal of Economic and Management Sciences, 2020 Background: Based on the static mean-variance portfolio optimisation theory, investors will choose the portfolio with the highest Sharpe ratio to achieve a higher expected utility.
Chris van Heerden
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Performance of the Average Directional Index as a market timing tool for the most actively traded USD based currency pairs [PDF]
Banks and Bank Systems, 2018 The aim of this study is to test a trading system based on the average directional index, which is complemented with the parabolic stop and reverse indicator. The trend-based system is tested onto the most actively traded USD based foreign currency pairs,
Ikhlaas Gurrib
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BarekengIn investing in stocks, an investor must be able to form a stock portfolio to obtain optimal results. Factor analysis is one way to select stocks to form a portfolio. Factor analysis with Principal Component Analysis (PCA) extraction is used to summarize
Aditya Nugraha Pratama +2 more
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Complexity, 2023 This paper addresses a method to solve a multi-period portfolio selection on the stock market. The portfolio problem seeks an investor to trade stocks with a finite budget and a given integer number of stocks to hold in a portfolio.
Luis Aburto +3 more
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