Results 71 to 80 of about 3,671,092 (264)

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
doaj   +1 more source

“You just want to re‐open our biggest wounds, don't you?”: Homeplace ethnography as (polluted) environmental method

Feminist Anthropology, EarlyView.
Abstract When I was 12, my family told me a story about their community falling apart and coming together, a time when someone tried putting a nuclear facility in their (our?) hometown. Since we moved when I was too young to remember, the story had little significance until I embarked on a “hometown” ethnographic journey for my dissertation.
Chandler L. Classen
wiley   +1 more source

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms

Journal of Forecasting, EarlyView.
ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan, Dulani Jayasuriya, John B. Lee, Jonathan J. Reeves   +3 more
wiley   +1 more source

CLUSTER ANALYSIS OF K-MEANS AND WARD METHOD IN FORMING A ROBUST PORTFOLIO: AN EMPIRICAL STUDY OF JAKARTA ISLAMIC INDEX

Barekeng
Building 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, Noor Saif Muhammad Mussafi, Epha Diana Supandi   +2 more
doaj   +1 more source

Climate Risks and the Risk Premia of AI Stocks: Some Forecasting Experiments

Journal of Forecasting, EarlyView.
ABSTRACT This study examines whether physical and transition climate‐risk measures predict the risk premia of AI‐related stocks, and whether incorporating these risks improves forecast performance relative to benchmark models. The findings suggest that global transition climate shocks lower the premia of AI stocks, while US climate policy increases ...
Afees A. Salisu, Abeeb O. Olaniran
wiley   +1 more source

Investment portfolio optimization with supervised learning and attention mechanism

Egyptian Informatics Journal
Portfolio optimization is a process that involves distribution of capital with the purpose of maximizing returns and at the same time minimizing risks.
Zetao Yan
doaj   +1 more source

Early Cessation of Adjuvant Anti‐PD‐1 Therapy in Stage III and IV Melanoma

International Journal of Cancer, EarlyView.
ABSTRACT One year of adjuvant anti‐PD‐1 has improved disease‐free survival in Stage III melanoma. It is unknown whether shorter treatment duration affects outcomes. Real‐world data may help clarify this. In this retrospective observational study, patients with resected Stage III/IV melanoma receiving adjuvant anti‐PD‐1 in the Netherlands from 2018 to ...
Manja Bloem, Melissa M. de Meza, Cato D. M. Boreel, Maureen J. B. Aarts, Franchette W. P. J. van den Berkmortel, Christian U. Blank, Willeke A. M. Blokx, Marye J. Boers‐Sonderen, Han J. Bonenkamp, Jan Willem B. de Groot, John B. Haanen, Geke A. P. Hospers, Ellen Kapiteijn, Djura Piersma, Bart Rikhof, Lieke H. J. Simkens, Marion A. Stevense‐den Boer, Astrid A. M. van der Veldt, Karijn P. M. Suijkerbuijk, Alfonsus J. M. van den Eertwegh, Michel W. J. M. Wouters   +20 more
wiley   +1 more source

Beyond GDP: Measuring Economic Well-Being in Canada and the Provinces, 1981-2010 [PDF]

This report presents new estimates of the Index of Economic Well-being (IEWB) and its four domains (consumption flows, stocks of wealth, economic equality and economic security) for Canada and the provinces for the 1981-2010 period.
Lars Osberg, Andrew Sharpe
core  

Diversifying Environmental, Social and Governance Portfolios: Evidence From China

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li, Yating Li, Charalampos Stasinakis, Yang Zhao   +3 more
wiley   +1 more source

New Estimates of the Index of Economic Well-being for Canada and the Provinces, 1981 - 2008 [PDF]

This report presents new estimates of the Index of Economic Well-being (IEWB) and its four domains (consumption flows, stocks of wealth, economic equality and economic security) for Canada and the provinces for the 1981-2008 period.
Lars Osberg, Andrew Sharpe
core