Results 121 to 130 of about 6,534 (244)
Journal of the European Academy of Dermatology and Venereology, EarlyView.A matching‐adjusted indirect treatment comparison (MAIC) was conducted, comparing approved biologics for long‐term (48–52 weeks) treatment of moderate‐to‐severe hidradenitis suppurativa (HS). Using weighted patient‐level trial data allowed re‐estimation of relative bimekizumab efficacy compared with aggregate secukinumab and adalimumab trial data ...
Thrasyvoulos Tzellos +9 more
wiley +1 more source
Journal of Fish Biology, EarlyView.Abstract Estuary dependence to the survival of Chinook salmon was investigated at the Campbell River estuary, British Columbia, Canada. Replicate batches of marked smolts were transferred from a hatchery and released in 1983, 1984 and 1985 at four ecosystems, two that ensured estuarine experience (river, estuary) and two seawards of the estuary ...
Colin D. Levings, J. Steve Macdonald
wiley +1 more source
Quantum ReportsThe optimization of investment portfolios represents a pivotal task within the field of financial economics. Its objective is to identify asset combinations that meet specified criteria for return and risk.
Mirko Mattesi +6 more
doaj +1 more source
, 2008 A dissertação aborda e compara as características dos índices de Sharpe (SR) e suas variantes, SRc e SRd, Sharpe generalizado (GSR ) e potencial de investimento (IP), sendo os índices GSR e IP associados a alguma função de utilidade. Pelo fato de o GSR e
Santos, Claudinei de Paula +1 more
core +1 more source
Economic policy uncertainty and international corporate leasing
Journal of Financial Research, EarlyView.Abstract We examine the effect of economic policy uncertainty (EPU) on the corporate lease decision using an international sample of 19 countries. The use of operating leases increases when EPU is heightened. The documented leasing increase is more pronounced for financially constrained firms, firms facing greater operating volatility, or those that ...
Goutham Abotula +2 more
wiley +1 more source
General Sharpe Ratio Innovation with Levy Process and tis Performance in Different Stock Index
, 2011 Sharpe ratio is extensively used in performance of portfolio. However, it is based on assumption that return follows normal distribution. In other words, when return in asset is not normal distribution, the Sharpe ratio is not meaningful.
Liao, Jhan-yi
core
The expected inflation risk premium in the U.S. stock market
Journal of Financial Research, EarlyView.Abstract This article studies how expected inflation risk affects asset prices. We propose an ex‐ante, tradable proxy for this risk, derived from the term spread of gold futures prices. Using cross‐sectional and time series asset pricing tests, we show how an increase in expected inflation risk lowers contemporaneous prices and raises equity returns ...
Pascal Letourneau +2 more
wiley +1 more source
Losing money with a high Sharpe ratio
A simple example shows that losing all money is compatible with a very high Sharpe ratio (as computed after losing all money). However, the only way that the Sharpe ratio can be high while losing money is that there is a period in which all or almost all
Vladimir Vovk
core
The efficiency of optimization of the investment portfolio by the Sharpe Ratio on historical data
, 2022 Коефіцієнт Шарпа, зазвичай, застосовується інвестиційними професіоналами, роздрібними інвесторами для визначення набору та/або окремих ефективних інвестицій (чи ефективного портфелю).
Ivanov, I., Іванов, І.О.
core
Investor sentiment and stock market returns: A comparative analysis of mood, word, and trade
Journal of Financial Research, EarlyView.Abstract We examine and compare the return predictability of mood‐, word‐, and trade‐based sentiment measures across 18 international stock markets. Empirical results reveal that the trade‐based measure performs strongly across many settings; the word‐based measure contributes important complementary information, including in cases where the trade ...
Lan Xiang, Wenzhao Wang
wiley +1 more source