Results 81 to 90 of about 133,508 (308)
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
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
Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps [PDF]
We analyze portfolio strategies which are locally optimal, meaning that they maximize the Sharpe ratio in a general continuous time jump-diffusion framework. These portfolios are characterized explicitly and compared to utility based strategies.
Eckhard Platen, Morten Christensen
core
End‐to‐End Portfolio Optimization with Hybrid Quantum Annealing
Advanced Quantum Technologies, EarlyView.This works presents a hybrid quantum‐classical framework for portfolio optimization that combines quantum assisted asset selection and rebalancing with classical weight allocation. The approach processes real market data, embeds it into Quadratic Unconstrained Binary Optimization formulations, and evaluates performance within a unified workflow ...
Sai Nandan Morapakula +5 more
wiley +1 more source
Information Acquisition and Portfolio Performance [PDF]
Rational investors perceive correctly the value of financial information. Investment in information is therefore rewarded with a higher Sharpe ratio. Overcon.dent investors overstate the quality of their own information, and thus attain a lower Sharpe ...
Luigi Guiso, Tullio Jappelli
core +3 more sources
Carry trade and return crash risk [PDF]
, 2009 We build two leveraged and non-leveraged strategies for carry trading. In the non-leveraged carry trade we show that the Sharpe ratio as a proxy for profitability has a concave form with respect to the interest rate differentials.
Sy, Mouhamadou, Tabarraei, Hamidreza
core +2 more sources
Alpha Boosting: How to Double Your Sharpe Ratio by Removing Systematic Risk
, 2021 Han Xiao, Alejandro Lopez-Lira
openalex +1 more source
PEARL: Protein Eluting Alginate with Recombinant Lactobacilli
Small, EarlyView.Probiotic lactobacilli meet engineered living materials: This study introduces PEARL (protein eluting alginate with recombinant lactobacilli), an innovative engineered living material combining Lactiplantibacillus plantarum and alginate beads for controlled protein release.
Varun Sai Tadimarri +7 more
wiley +1 more source
The Returns to Currency Speculation [PDF]
Currencies that are at a forward premium tend to depreciate. This 'forward-premium puzzle' represents an egregious deviation from uncovered interest parity.
Craig Burnside +3 more
core
Analisis Perbandingan Kinerja Reksa Dana Konvensional dengan Reksa Dana Syariah di Indonesia [PDF]
, 2014 This research aims to analyze how the performance between Conventional mutual fund and Sharia mutual fund. Variables that are used in this research are sharpe ratio, treynor ratio, and jensen ratio.
Fauzie, S. (syarief) +1 more
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