Results 31 to 40 of about 15,467 (237)
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
Sharpe and Treynor Ratios on Treasury Bonds* [PDF]
The Journal of Business, 2006 We challenge asset pricing theory with numerous stylized facts regarding risk and return on U.S. Treasury securities. Most striking is our finding that reward/risk ratios vary inversely with maturity and are incredibly high for short‐term bills. Apparently investors would do much better engaging in highly leveraged investments in bills instead of ...
Pilotte, E. A., Sterbenz, Frederic P.
openaire +2 more sources
Testing Sharpe Ratio: Luck or Skill? [PDF]
SSRN Electronic Journal, 2019 56 pages, 44 ...
Benhamou, Eric +3 more
openaire +2 more sources
American Journal of Botany, EarlyView.Abstract Premise The Chicxulub asteroid impact at the Cretaceous–Paleogene (K–Pg) boundary triggered a mass extinction 66 million years ago. Ferns thrived in the aftermath of the extinction, evidenced by the well‐documented “fern spore spike.” However, fern macrofossil records across the K–Pg boundary are less understood.
Fern B. Holian +9 more
wiley +1 more source
Journal of Management Small and Medium Enterprises (SME's)This study investigates whether the Sharpe Ratio and Treynor Ratio produce significantly different portfolio performance rankings in the Indonesian stock market.
Thersia M M Da Silva +3 more
doaj +1 more source
The Return-risk Performance of Selected Pension Fund in OECD with Focus on the Czech Pension System
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016 This paper focuses on the measuring and comparing investment performance of pension funds in selected European countries. Comparison of the investment performance of pension funds is determined by means of the Sharpe ratio and the Sortino ratio.
Petr Kupčík, Pavel Gottwald
doaj +1 more source
Animal Models and Experimental Medicine, EarlyView.Native postbiotics and paraprobiotics derived from Lactobacillus and Bifidobacterium strains were administered to dextran sulfate sodium–treated C57BL/6 mice to evaluate their impact on kidney inflammation via the gut–kidney axis. Histological analysis and quantitative polymerase chain reaction of autophagy‐related genes (atg5, atg7, atg12, atg13 ...
Fatemeh Haririzadeh Jouriani +6 more
wiley +1 more source
Inference for the Sharpe Ratio Using a Likelihood-Based Approach
Journal of Probability and Statistics, 2012 The Sharpe ratio is the prominent risk-adjusted performance measure used by practitioners. Statistical testing of this ratio using its asymptotic distribution has lagged behind its use.
Ying Liu, Marie Rekkas, Augustine Wong
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Incremental Sharpe and Other Performance Ratios [PDF]
SSRN Electronic Journal, 2018 18 ...
Benhamou, Éric, Guez, Beatrice
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BMEMat, EarlyView.This study reports the development of AMS@Eud core‐shell microspheres, combining calcium alginate and pH‐responsive Eudragit® L100, which exhibit exceptional gastrointestinal resistance and long‐term storage stability (only 5.28%–9.09% viability loss over 35 days at 4–25°C), and effectively alleviate inflammatory bowel disease via gut microbiota ...
Ming Teng +5 more
wiley +1 more source