Results 21 to 30 of about 23,449,692 (250)

Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model

Mathematics, 2023
In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables.
Mengqi Zhang, Boping Tian
doaj   +1 more source

Single-index unascertained measure function.

, 2022
Single-index unascertained measure function.
Wenlong Li (571749), Sunmeng Wang (3707572), Yijun Liu (205209), Xingwang Pei (9311574), Qin Li (36669)   +4 more
core   +1 more source

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
doaj   +1 more source

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
doaj   +1 more source

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
doaj   +1 more source

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
doaj   +1 more source

Single-index assessment based on EDI.

, 2022
Single-index assessment based on EDI.
Fuqiang Xia (11985480), Zhiping Zhang (279585), Degang Yang (844748), Yaning Chen (2987694)   +3 more
core   +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  

CAPM, INDEKS TUNGGAL DAN TREYNOR SEBAGAI ANALISIS PORTOFOLIO PADA SAHAM SYARIAH

Keunis, 2021
This study aims to analyze the optimal portfolio of stocks using a single index model and the Capital Asset Pricing Model (CAPM) in making investment decisions as well as the expected profit and risk of the optimal portfolio formed on Islamic stocks in ...
Ery Indah Setyowati, Husnurrosyidah Husnurrosyidah   +1 more
doaj   +1 more source