Results 51 to 60 of about 10,224 (168)
JTAM (Jurnal Teori dan Aplikasi Matematika)The optimum portfolio is the preferred choice among investors for determining the most favorable combination of projected return and risk. This study seeks to ascertain the ideal portfolio performance of companies in the IDX30 index on the Indonesia ...
Yumna Hanum Salsabila +3 more
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The Application of Aumann-Serrano Index of Riskiness in Portfolio Optimization: A Case Study of Tehran Stock Exchange [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2015 In a risky situation probabilities of states are available.Until recently, normal distribution has been used widely in financial applications for a risky situation.
Reza Talebloo, Moloud Rahmaniani
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A Study of Performance of the KLSE Syariah Index
Malaysian Management Journal, 2020 This study compares the performance of the Syariah Index (SI) and the Composite Index (CI) of the Kuala Lumpur Stock Exchange (KLSE) during the period April 1 999 to January 2002, Both the raw and risk-adjusted returns were calculated for the indices for
Zamri Ahmad, Haslindar Ibrahim
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Sharp spectral inequalities for connected bipartite graphs with maximal Q-index
Ars Mathematica Contemporanea, 2012 Summary: The \(Q\)-index of a simple graph is the largest eigenvalue of its signless Laplacian. As for the adjacency spectrum, we will show that in the set of connected bipartite graphs with fixed order and size, the bipartite graphs with maximal \( Q \)-index are the double nested graphs. We provide a sequence of (in)equalities regarding the principal
Milica Andelic +3 more
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Investing in housing vs REIFs: Türkiye real estate investment fund index
International Journal of Strategic Property ManagementThe aim of this study is to compare the risk-return performances of real estate investment funds, a rising real estate capital market instrument in Türkiye, and housing prices, which skyrocketed in recent years in Türkiye under high inflationary periods.
Hafize Nur Sümer +3 more
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Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method
Jurnal Ekonomi dan Keuangan Islam, 2018 This study aims to analyse stock performance using the Sharpe, Treynor and Jensen methods at Jakarta Islamic Index during 2014-2016. This research is a descriptive and quantitative research.
Edi Susilo, Ainun Najah
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BarekengBuilding a portfolio is one method of reducing investment risk. Cluster analysis can shorten the time required to choose companies for a portfolio because it makes it easy to put firms in the same category together.
Zuva Amalina Zain +2 more
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Investment portfolio optimization with supervised learning and attention mechanism
Egyptian Informatics JournalPortfolio optimization is a process that involves distribution of capital with the purpose of maximizing returns and at the same time minimizing risks.
Zetao Yan
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Application of Sharpe Single Index Model to BSE
Management Today, 2014 In this paper an attempt has been made to apply Sharpe Single Index Model to BSE to construct optimum portfolio. In order to construct the portfolio 30 blue chip companies of BSE with 6 years data i.e. from January 2007 to December 2012 have been considered.
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Sharp bounds on the signless Laplacian Estrada index of graphs
Filomat, 2014 Let G be a connected graph with n vertices and m edges. Let q1, q2,..., qn be the eigenvalues of the signless Laplacian matrix of G, where q1 ? q2 ? ... ? qn. The signless Laplacian Estrada index of G is defined as SLEE(G) = nPi=1 eqi. In this paper, we present some sharp lower bounds for SLEE(G) in terms of the k-degree and the first ...
Shan Gao, Huiqing Liu
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