Results 31 to 40 of about 1,313,771 (263)

ANALISIS KINERJA PORTOFOLIO: PENGUJIAN SINGLE INDEX MODEL DAN NAIVE DIVERSIFICATION

Jurnal Dinamika Manajemen, 2012
Penelitian ini bertujuan untuk menganalisis sebuah model berprientasi mengontrol. Studi ini bertujuan untuk menguji perbedaan antara return dan risiko portofolio model indeks tunggal dengan metode naïve diversification dalam sampel kecil.
Rini Setyo Witiastuti
doaj   +1 more source

ANALISIS PORTOFOLIO SAHAM OPTIMAL DENGAN METODE MARKOWITZ DAN MODEL INDEKS TUNGGAL PADA SAHAM PERBANKAN BURSA EFEK INDONESIA

Jurnal Lebesgue, 2023
A portfolio is a combination of assets with a desired rate of return as well as risks that can be minimized by spreading risks across different assets.
Muhammad Farhan Mingka, Riri Syafitri Lubis   +1 more
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Heteroscedasticity checks for single index models

Journal of Multivariate Analysis, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xuehu Zhu, Xu Guo, Lu Lin 0002, Lixing Zhu   +3 more
openaire   +2 more sources

ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL

Al-Mustansiriyah Journal of Science, 2019
The single index support vector regression model (SI-SVR) is a useful regression technique used to alleviate the problem of high-dimensionality. In this paper, we propose a robust variable selection technique for the SI-SVR model by using vital method to
thaera najm abdulah
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Semiparametric Permutation-Based Change Point Detection with an Application on Chicago Cardiovascular Mortality Data

Mathematics, 2022
Climate change has several negative effects on health, including cardiovascular disease. Many studies have considered the effect of temperature on cardiovascular disease and found that there is an association between extreme levels of temperature, cold ...
Hamdy F. F. Mahmoud
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Optimal Smoothing in Single-Index Models

The Annals of Statistics, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hardle, Wolfgang, Hall, Peter, Ichimura, Hidehiko   +2 more
openaire   +2 more sources

Optimal Portfolio Using Single Index Model and Alpha Jensen for Best Investment Alternative (Study on IDX30, BISNIS27, and INVESTOR33 Stocks on the Indonesia Stock Exchange 2017-2019 Period)

Wacana: Jurnal Sosial dan Humaniora, 2023
This study aims to determine the stocks incorporated in the IDX30, BISNIS27, and INVESTOR33 indexes that form an optimal portfolio based on a single index model and Alpha Jensen to measure portfolio performance.
Arinda Sasmita Rahma, Muhammad Saifi, Nila Firdausi Nuzula   +2 more
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Fair Single Index Model

ACM Transactions on Knowledge Discovery from Data
Single-index models (SIMs) have been widely used in various applications due to their simplicity and interpretability. However, despite the potential for SIMs to result in discriminatory outcomes based on sensitive attributes like gender, race, or ethnicity, the issue of fairness has not been thoroughly examined in recent studies on the topic.
Yidong Wang, Meng Ding, Jinhui Xu, Di Wang   +3 more
openaire   +1 more source

THE APPLICABILITY OF THE UNIFACTORIAL MODEL FOR BRD SHARES QUOTED ON THE BUCHAREST STOCK EXCHANGE [PDF]

Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2018
The single index model or one factor model was generated by William Sharpe (1963), who developed his research based on the idea of simplifying the Markowitz portfolio selection model.
Luiza Madalina APOSTOL, Alina HAGIU
doaj  

Strong Uniform Consistency Rates of Conditional Density Estimation in the Single Functional Index Model for Functional Data Under Random Censorship

Revstat Statistical Journal, 2022
The main objective of this paper is to investigate the estimation of conditional density function based on the single-index model in the censorship model when the sample is considered as an independent and identically distributed (i.i.d.) random ...
Nadia Kadiri , Mustapha Meghnafi , Abbes Rabhi   +2 more
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