Results 61 to 70 of about 15,467 (237)
Predictive power of Brazilian equity fund performance using R2 as a measure of selectivity
Revista Contabilidade & Finanças, 2017 This paper aimed to investigate the impact of levels of selectivity on the performance of equity funds using a methodology applied for the first time ever (as far as we know) in the Brazilian market.
Marcelo dos Santos Guzella +1 more
doaj +1 more source
PERFORMANCE EVALUATION OF LQ45 STOCKS IN THE INDONESIA STOCK EXCHANGE DURING PERIOD OF 2016-2018
Journal of Management and Entrepreneurship Research, 2020 Objective: This study investigates the performance evaluation of each LQ45 stock in the Indonesia Stock Exchange conducted by using the Sharpe Index, Treynor Ratio, Jensen Alpha, Sortino Ratio, and Information Ratio.
Happy Catherine, Robiyanto Robiyanto
doaj +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
International Journal of Finance &Economics, EarlyView.ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
wiley +1 more source
Aging and Sustainable Consumption: An Investigation of the Role of Time Perspective
Psychology &Marketing, EarlyView.ABSTRACT This research investigates how time perspective influences sustainable consumption among older consumers, a rapidly growing demographic. Across five studies, we find that older consumers are generally less likely than younger consumers to engage in sustainable consumption, largely because they adopt a shorter time perspective (Study 1 ...
Alessandro M. Peluso +4 more
wiley +1 more source
BarekengBuilding 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 +2 more
doaj +1 more source
Effect of the microbiome on pathogen susceptibility across four Drosophilidae species
Insect Science, EarlyView.Four Drosophilidae species were used to investigate how variation in the host microbiome influences susceptibility to infection. Microbial composition and abundance differed among species and treatments. The effects of microbiome manipulation on host survival were both species‐ and pathogen‐specific.
Hongbo Sun, Ben Longdon, Ben Raymond
wiley +1 more source
The Value of Financial Advice and Portfolio Rebalancing for Retirement Savings
Accounting &Finance, EarlyView.ABSTRACT Utilising a sample of over 55,000 retirement portfolio rebalances, we examine (i) who seeks financial advice prior to rebalancing, and (ii) compare portfolio outcomes between advised and self‐directed rebalances. We find that wealthier, older, and female members are more likely to receive financial advice prior to rebalancing, and that advice ...
Kirsten L. MacDonald +3 more
wiley +1 more source
Is VIX a Contrarian Indicator? On the Positivity of the Conditional Sharpe Ratio †
EconometricsThe notion of compensation for systematic risk is well ingrained in finance and constitutes the basis for numerous empirical tests. The concept an increase in systematic risk is accompanied by an increase in the required risk premium has strong intuitive
Ehud I. Ronn, Liying Xu
doaj +1 more source
Measuring the Performance of Leveraged and Non‑Leveraged ETF’s
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018 This paper deals with exchange traded funds (ETFs) and valuation it’s performance according to selected indicators. For empirical analysis 10 leveraged and non‑leveraged ETFs listed on US market is chosen according to selected criterias (adequate history
Martin Širůček +2 more
doaj +1 more source