Results 51 to 60 of about 6,534 (244)
A novel approach to using modern portfolio theory
Borsa Istanbul Review, 2023 Since their inception, modern portfolio theory (MPT) and the Sharpe ratio have been among the most popular investment methodologies. Although MPT has shortcomings, it effectively uses market sentiment to predict low-risk, high-earning portfolios.
Taariq G.H. Surtee +1 more
doaj +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Organizations are increasingly required to integrate environmental, social, and governance (ESG) objectives alongside operational performance, yet empirical guidance on how firms should prioritize among ESG activities under resource constraints remains limited.
Minyoung Choi +2 more
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Despite rapid growth in gender lens investing (GLI), substantial variation remains in how gender lens equity funds (GLEFs) integrate gender equality criteria into investment strategies. We map a universe of 43 GLEFs and develop a framework capturing gender equality screening breadth and accountability depth (fund‐level disclosure and ...
Freyja Vilborg Thorarinsdottir +3 more
wiley +1 more source
Development and characterization of a nutritionally rich traditional fermented product aktori
Food Biomacromolecules, EarlyView.Graphical representation of development of traditional fermented Aktori. The figure illustrates the development of aktori, a traditional food fermented with curd, which demonstrates enhanced nutritional and functional properties, along with probiotic characteristics.
Shambhvi, Mahesh Gupta
wiley +1 more source
Analysis and application of the Deflated Sharpe ratio
, 2023 Ovaj rad analizira, objašnjava i primjenjuje deflacionirani Sharpeov omjer pocevši ˇ od objašnjena problematike odabira investicijske strategije i utjecaja inflacijskih efekata na Sharpeov omjer.
Paradžik, Berislav
core +1 more source
Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
Journal of Forecasting, EarlyView.ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher +2 more
wiley +1 more source
Performance Evaluation of Mutual Funds Via Single Valued Neutrosophic Set (SVNS) Perspective: A Case Study in Turkey [PDF]
Neutrosophic Sets and Systems, 2018 The aim of this study was to use the Single-Valued Neutrosophic Set (SVNS) to analyze 58 mutual funds, traded at the Istanbul Stock Exchange, under incomplete, indeterminate and inconsistent information.
Serpil Altinirmak +3 more
doaj +1 more source
Sharp Lipschitz Constants for the Distance Ratio Metric [PDF]
MATHEMATICA SCANDINAVICA, 2015 We study expansion/contraction properties of some common classes of mappings of the Euclidean space $\mathsf{R}^n$, $n\ge 2$, with respect to the distance ratio metric. The first main case is the behavior of Möbius transformations of the unit ball in $\mathsf{R}^n$ onto itself.
Simic, S, Vuorinen, M, Wang, GD
openaire +3 more sources
Asymptotic Likelihood Inference for Sharpe Ratio [PDF]
, 2016 The Sharpe ratio is one of the most widely used measures of the performance of an investment with respect to its return and risk. Since William Sharpe (1966) defined the ratio, as the funds excess return per unit of risk measured by standard deviation ...
Qi, Ji
core
Maximizing the Out-of-Sample Sharpe Ratio
, 2021 Maximizing the out-of-sample Sharpe ratio is an important objective for investors. To achieve this, we characterize optimal portfolio combinations maximizing expected out-of-sample Sharpe ratio.
Lassance, Nathan
core