Results 21 to 30 of about 10,224 (168)
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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Horseshoes and the Conley index spectrum - II: the theorem is sharp
Discrete and Continuous Dynamical Systems, 1999 In a series of papers Mrozek and the present authors with coauthors proved that an isolated invariant set is semiconjugate to the full shift dynamics on two symbols. The authors show which spectra are possible and then produce examples which clearly delineate which spectral conditions do or do not allow one to conclude the existence of a horseshoe ...
Carbinatto, M. C., Mischaikow, K.
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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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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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A Sharp Bound for the Regularity Index of Fat Points in General Position [PDF]
Proceedings of the American Mathematical Society, 1993 A bound is given for the regularity index of the coordinate ring of a set of fat points in general position in P
CATALISANO, MARIA VIRGINIA +2 more
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Sharp Bounds on the Aα-index of Graphs in Terms of the Independence Number
Acta Mathematicae Applicatae Sinica, English Series, 2023 Given a graph $G$, the adjacency matrix and degree diagonal matrix of $G$ are denoted by $A(G)$ and $D(G)$, respectively. In 2017, Nikiforov \cite{0007} proposed the $A_{\alpha}$-matrix: $A_{\alpha}(G)=\alpha D(G)+(1-\alpha)A(G),$ where $\alpha\in [0, 1]$. The largest eigenvalue of this novel matrix is called the $A_\alpha$-index of $G$. In this paper,
Sun, Wan-ting +3 more
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