Results 41 to 50 of about 133,508 (308)

ANALISIS KINERJA REKSADANA SYARIAH

Jurnal Riset Akuntansi dan Keuangan, 2016
. This study aims to determine the performance of Islamic Mutual Funds in Indonesia, especially Mutual stocks type with the study period from 2010 to 2014. Method of performance measurement used is Sharpe Ratio.
Winda Waridah, Elis Mediawati
doaj   +1 more source

Expected Utility Maximization and Conditional Value-at-Risk Deviation-based Sharpe Ratio in Dynamic Stochastic Portfolio Optimization [PDF]

, 2018
In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of
Kilianova, Sona, Sevcovic, Daniel
core   +2 more sources

Pricing Options in Incomplete Equity Markets via the Instantaneous Sharpe Ratio

, 2007
We use a continuous version of the standard deviation premium principle for pricing in incomplete equity markets by assuming that the investor issuing an unhedgeable derivative security requires compensation for this risk in the form of a pre-specified ...
A. Friedman, Erhan Bayraktar, G. Barles, H. Föllmer, H. Windcliff, H.L. Royden, H.U. Gerber, I. Karatzas, J. Cochrane, J.P. Fouque, M. Musiela, M. Schweizer, M.G. Crandall, R. Sircar, T. Björk, T. Zariphopoulou, Virginia Young, W. Walter   +17 more
core   +4 more sources

Genetically‐Programmed Hypervesiculation of Lactiplantibacillus Plantarum Increases Production of Bacterial Extracellular Vesicles with Therapeutic Efficacy in a Preclinical Inflammatory Bowel Disease Model

Advanced Science, EarlyView.
The development of a novel engineered strain of Lactiplantibacillus plantarum (Lp) is reported that can produce bacterial extracellular vesicles (BEVs) at >60‐fold higher yields than the unmodified parental strain. These Lp BEVs retain therapeutic bioactivity as validated in a mouse model of dextran sodium sulfate‐induced colitis.
Nicholas H Pirolli, Daniel Levy, Alyssa Schledwitz, Natalia Sampaio Moura, Mitali Sarkar, Talia J. Solomon, Emily H. Powsner, Raith Nowak, Zuzanna Mamczarz, Christopher J. Bridgeman, Sulayman Khan, Andrew Hui, Nidhi Anne, Laura Reus, William E. Bentley, Jean‐Pierre Raufman, Steven M. Jay   +16 more
wiley   +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

A green and optimized approach for lactic acid recovery from fermented molasses using n‐butanol for local industrial applications in Côte d’Ivoire

Biofuels, Bioproducts and Biorefining, EarlyView.
Abstract Lactic acid is a valuable organic compound with wide applications in the pharmaceutical, food, and biodegradable plastics industries. As Côte d’Ivoire seeks to strengthen its industrial capacity and promote sustainable practices, the development of efficient and environmentally benign methods for the recovery and purification of lactic acid ...
Asengo Gerardin Mabia, Chiara Danielli, Harinaivo Anderson Andrianisa, Leygnima Yaya Ouattara, Doudjo Soro, Fioretta Asaro, Lucia Gardossi, Kouassi Benjamin Yao   +7 more
wiley   +1 more source

Eudragit®‐engineered pH‐responsive probiotic microspheres with enhanced gastrointestinal resistance and prolonged storage stability for inflammatory bowel disease therapy

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, Xiaomin Luo, Peng Zhang, Chen Yang, Yuniel Ma, Xinhua Liu   +5 more
wiley   +1 more source

Portfolio Optimization in Both Long and Short Selling Trading Using Trend Ratios and Quantum-Inspired Evolutionary Algorithms

IEEE Access, 2021
Stock selection is the first problem that investors encounter when investing in the stock market and is paramount. The Sharpe ratio is a common assessment strategy.
Yao-Hsin Chou, Yu-Chi Jiang, Shu-Yu Kuo
doaj   +1 more source

Does ESG Investing Pay off? Comparing the Performance of ESG and Traditional ETFs Across European and US Markets

Business Strategy and the Environment, EarlyView.
ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro, Andrea Martínez‐Salgueiro, Rubén Lado‐Sestayo, Milagros Vivel‐Búa   +3 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
doaj   +1 more source