Results 31 to 40 of about 10,224 (168)

A sharp lower bound for the Wiener index of a graph

CoRR, 2010
Given a simple connected undirected graph G, the Wiener index W(G) of G is defined as half the sum of the distances over all pairs of vertices of G. In practice, G corresponds to what is known as the molecular graph of an organic compound. We obtain a sharp lower bound for W(G) of an arbitrary graph in terms of the order, size and diameter of G.
R. Balakrishnan, N. Sridharan, K. Viswanathan Iyer   +2 more
openaire   +3 more sources

Comparative Analysis of Indonesia and Malaysia Sharia Stock Index Performance Using Sharpe, Treynor, and Jensen Methods

International Journal of Islamic Business and Economics (IJIBEC)
The research aims to measure the performance of stock indices and analyze the comparative performance of sharia stock indices in Indonesia (JII-70) and Malaysia (FBMS) during and after the COVID-19 pandemic. The performance assessment used was the Sharpe,
Fauziah Azizah, Sri Setya Handayani, Riskayanto, Muhamad Rizky Rizaldy   +3 more
doaj   +1 more source

The maximum diversification investment strategy: A portfolio performance comparison

Cogent Economics & Finance, 2018
The efficacy of four different portfolio allocation strategies is evaluated according to their absolute returns during different economic conditions over a period of 10 years.
Ludan Theron, Gary van Vuuren
doaj   +1 more source

Risk-return performances of real estate investment funds in Turkey including the Covid-19 period

International Journal of Strategic Property Management, 2021
The purpose of this research is to give an insight into the Turkish real estate investment funds (T-REIFs) by comparing their risk-return performances with the main benchmark investment tool Istanbul Stock Exchange-100 (BIST-100) Index.
Mehmet Emre Çamlibel, Levent Sümer, Ali Hepşen   +2 more
doaj   +1 more source

Portfolio Optimization of Stocks in Different Industries by Single-Index Model and Markowitz Model [PDF]

SHS Web of Conferences
In the financial sector, portfolio optimization is becoming more and more crucial. This article examines the portfolios of two industries, financial services and technology, in an effort to help prospective investors make decisions about their ...
Chen Mingrui
doaj   +1 more source

PENENTUAN KINERJA PORTOFOLIO PADA SAHAM INVESTOR33 MENGGUNAKAN METODE GARCH DAN EWMA BERBASIS PADA INDEKS SHARPE

E-Jurnal Matematika
Assessing stock portfolio peirformancei is a cruicial steip in deiteirmining an optimal inveistmeint strateigy. This stuidy aims to analyzei thei peirformancei of thei Inveistor33 stock portfolio uising thei GARCH (Geineiralizeid Auitoreigreissivei ...
ULFA MAULIDA, KOMANG DHARMAWAN, DESAK PUTU EKA NILAKUSMAWATI   +2 more
doaj   +1 more source

THE APPLICABILITY OF THE UNIFACTORIAL MODEL FOR BRD SHARES QUOTED ON THE BUCHAREST STOCK EXCHANGE [PDF]

Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2018
The single index model or one factor model was generated by William Sharpe (1963), who developed his research based on the idea of simplifying the Markowitz portfolio selection model.
Luiza Madalina APOSTOL, Alina HAGIU
doaj  

A sharp lower bound of the Randić index of cacti with r pendants

Discrete Applied Mathematics, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Anhua Lin, Rong Luo, Xiaoya Zha
openaire   +1 more source

INTEGRATION OF DAVIES-BOULDIN INDEX VALIDATION AND MEAN-VARIANCE EFFICIENT PORTFOLIO IN K-MEANS++ CLUSTERING FOR OPTIMIZATION OF THE LQ45 STOCK PORTFOLIO

Barekeng
Stock investment involves allocating funds to get returns based on the associated risks. In stock investments, returns and risks exhibit a linear correlation, meaning higher expected returns come with higher risks.
David Jordy Dhandio, Evy Sulistianingsih, Neva Satyahadewi   +2 more
doaj   +1 more source

The use of the bootstrap method for the assessment of investment effectiveness and risk – the case of confidence intervals estimation for the Sharpe ratio and TailVaR

Journal of Banking and Financial Economics, 2020
This paper is aimed at presenting application of bootstrap interval estimation methods to the assessment of financial investment’s effectiveness and risk.
Jarno Klaudia, Smaga Łukasz
doaj   +1 more source