Results 81 to 90 of about 6,534 (244)
Sharpe Square Ratio (SSR) untuk Ukuran Performansi Portofolio [PDF]
, 2017 Dalam mengukur kinerja portofolio yang harus diperhatikan adalah nilai return dan risikonya. Pada perhitungan kinerja portofolio biasanya terdapat selisih nilai kesalahan atau error di dalam kinerjanya.
DINI APRILIANI LESTARI
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Gubernatorial Re‐Election Incentives, Local Investment Bias, and Pension Fund Performance
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT We investigate the impact of gubernatorial re‐election incentive and political factors on US public pension funds from 1990 to 2022. Our empirical analysis finds no significant overall relationship between gubernatorial re‐election incentives and local bias in the full sample.
Hongxian Zhang +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
Portfolio trading system using maximum sharpe ratio criterion. [PDF]
, 1999 Yung Yan Keung.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical references (leaves 144-147).Chapter Chapter 1: --- Introduction --- p.1Chapter 1.1 --- Review on Portfolio Theory --- p.3Chapter - 1.1.1 --- Expected Return
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Journal of the Science of Food and Agriculture, EarlyView.Abstract BACKGROUND Plant‐based proteins, such as hazelnut protein isolates (HPIs), often exhibit limited solubility and functionality, as well as allergenic potential, thereby limiting their applicability in food products. This investigation sought to improve the techno‐functional characteristics of HPI and mitigate its allergenicity via high‐pressure
Ilyas Atalar +5 more
wiley +1 more source
PORTFOLIO OPTIMIZATION UNDER CARDINALITY CONSTRAINTS: A METAHEURISTIC MEAN-VARIANCE APPROACH
Jurnal Ilmiah Ilmu Terapan Universitas JambiThe growing emphasis on sustainability in investment decisions necessitates portfolio optimization models that incorporate practical constraints, particularly asset cardinality. This study applies a Cardinality-Constrained Mean–Variance (CCMV) framework,
Juwita Nur Ihzza +2 more
doaj +1 more source
Revisiting Hypothesis Testing With the Sharpe Ratio
, 2022 These are *.rds and *.R files that are the data and code that were used to perform the calculations and prepare the figures for the article Revisiting Hypothesis Testing With the Sharpe Ratio.
O'Connor, M (via Mendeley Data)
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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
Fixing the Leaky Pipeline: Affirmative Action in Local Elite Colleges and Subject Choice
Southern Economic Journal, EarlyView.ABSTRACT Women are largely underrepresented in STEM careers associated with higher labor market returns. This gender gap is even more stark in a context where societal biases are prevalent and female role models are lacking. This paper investigates the impact of an affirmative action (AA) policy implemented in an elite educational institution in India ...
Ritika Gupta
wiley +1 more source
Stochastic Dominance Analysis of iShares [PDF]
Country indices as represented by iShares exhibit non-normal return distributions with both skewness and kurtosis. Davidson and Duclos (2000) and Memmel (2003) provide procedures for determining the statistical significance of stochastic dominance ...
Dominic Gasbarro +2 more
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