Results 61 to 70 of about 10,224 (168)

Comparative Analysis of Optimal Investment Strategies Based On 6 Stocks [PDF]

SHS Web of Conferences
In the world of financial management, constructing an effective investment portfolio is a key task for investors. An optimal portfolio allows investors to achieve their financial goals while managing potential risks in a dynamic and uncertain market ...
Qu Shengxi
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Portfolio Construction with Postmodern Portfolio Theory Framework

Ekonomi, Politika & Finans Araştırmaları Dergisi
This study includes alternative portfolio construction approaches consistent with the Modern Portfolio Theory (MPT) and Postmodern Portfolio Theory (PMPT).
Rabia Aktaş, Erdi Bayram
doaj   +1 more source

Robustly Learning Single-Index Models via Alignment Sharpness

CoRR
We study the problem of learning Single-Index Models under the $L_2^2$ loss in the agnostic model. We give an efficient learning algorithm, achieving a constant factor approximation to the optimal loss, that succeeds under a range of distributions (including log-concave distributions) and a broad class of monotone and Lipschitz link functions.
Nikos Zarifis, Puqian Wang, Ilias Diakonikolas, Jelena Diakonikolas   +3 more
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Alternative measures and decomposition of mutual funds portfolio performance [PDF]

Bankarstvo, 2018
In addition to the well-established and most commonly used portfolio performance measures, both in theory and practice - the Sharpe ratio, the Treynor ratio and the Jensen's or alpha index, the financial literature also includes other alternative ...
Leković Miljan
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Comparison of Stock Portfolio Performance of Conventional Banks and Islamic Banks Using Sharpe Ratio, Treynor Ratio, and Jensen Ratio (2021-2023)

JIET (Jurnal Ilmu Ekonomi Terapan)
Before purchasing shares on the stock exchange, potential investors and investors need to measure the performance of the stock portfolio of companies listed on the stock exchange to identify the level of return to be received and whether the level of ...
Asiska Nur Abidah, Putri Hidayanti Pratiwi, Triya Oftafiana, Muhammad Aswad   +3 more
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A Deep Reinforcement Learning Framework for Strategic Indian NIFTY 50 Index Trading

AI
This paper presents a comprehensive deep reinforcement learning (DRL) framework for developing strategic trading models tailored to the Indian NIFTY 50 index, leveraging the temporal and nonlinear nature of financial markets.
Raj Gaurav Mishra, Dharmendra Sharma, Mahipal Gadhavi, Sangeeta Pant, Anuj Kumar   +4 more
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PNP Index – An Alternative to the Sharpe Ratio

The PNP Index (Positive-Negative Probability Index) is a newly developed metric designed to assess financial performance by balancing returns and volatility in a unique way. Traditional risk-adjusted measures like the Sharpe ratio fail to provide accurate insights when return distributions are highly skewed or volatile.
openaire   +1 more source

Sharpness of Second Moment Criteria for Branching and Tree-Indexed Processes

, 1997
A class of branching processes in varying environments is exhibited which become extinct almost surely even though the means M_n grow fast enough so that sum M_n^{-1} is finite. In fact, such a process is constructed for every offspring distribution of infinite variance, and this establishes the converse of a previously known fact: that if a ...
openaire   +2 more sources

KIYMETLİ MADENLERİN PORTFÖY ÇEŞİTLENDİRME KATKISI: BİST UYGULAMASI

Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2018
PORTFOLIO DIVERSIFICATION CONTRIBUTION OF PRECIOUS METAL: CASE OF BIST EXTENDED SUMMARY Research Purpose: In this study, it was researched diversification benefit of gold, platinum and silver (which are precious metals) for stock portfolio in ...
Devran DENİZ, H. Aydın OKUYAN, Şakir SAKARYA   +2 more
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