Results 91 to 100 of about 4,917 (191)

The Performance of Socially Responsible Investments in Indonesia: A Study of the Sri Kehati Index (SKI)

Gadjah Mada International Journal of Business, 2017
This study examines the performance of the Sri Kehati Index (SKI) against the Jakarta Composite Index (JCI) as the market index, using respective daily index prices from the 1st of January 2009 to the 31st of December 2014.
Abdul Hadi Zulkafli, Zamri Ahmad, Eky Ermal M   +2 more
doaj   +1 more source

Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche [PDF]

This article examines the performance of the junior tranche of a Collateralized Fund Obligation (CFO), i.e. the residual claim (equity) on a securitized portfolio of hedge funds.
Georges Dionne, Nicolas Papageorgiou, Shady Aboul-Enein   +2 more
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Cost of equity of Internet stocks: A downside risk approach, The [PDF]

Beta as a measure of risk has been under fire for many years. Although practitioners still widely use the CAPM to estimate the cost of equity of companies, they are aware of its problems and are looking for alternatives.
Estrada, Javier
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Investment portfolio optimization with supervised learning and attention mechanism

Egyptian Informatics Journal
Portfolio optimization is a process that involves distribution of capital with the purpose of maximizing returns and at the same time minimizing risks.
Zetao Yan
doaj   +1 more source

Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach [PDF]

, 2016
In this paper we revisit the question of measurement of hedge fund managerial skill. Using a plethora of different models, from the simplest ones, employing a linear regression approach, to the more advanced ones, employing a quantile regression approach,
Vrontos, S
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Dynamic portfolios via triangulated maximally filtered graph networks: a centrality-driven multi-strategy approach

Cogent Business & Management
This paper develops an empirical approach to evaluate network-based portfolio strategies relative to traditional benchmarks in the Casablanca Stock Exchange.
Younes Berouaga, Mustapha Bouchekourte, Cherif El Msiyah, Jaouad Madkour   +3 more
doaj   +1 more source

A Risk Management Approach for Portfolio Insurance Strategies [PDF]

Controlling and managing potential losses is one of the main objectives of the Risk Management. Following Ben Ameur and Prigent (2007) and Chen et al. (2008), and extending the first results by Hamidi et al.
Benjamin Hamidi, Bertrand Maillet, Jean-Luc Prigent   +2 more
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Italian Equity Funds: Efficiency and Performance Persistence [PDF]

Have Italian mutual funds been able to generate “extra-return”? Were some of them able to persistently beat the competitors? In this paper we address these questions and provide a detailed and systematic performance and return persistence analysis of the
Andrea Piva, Loriana Pelizzon, Roberto Casarin   +2 more
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Performance appraisal of Croatian mandatory pension funds [PDF]

, 2016
The goal of this paper is to determine whether managers of Croatian mandatory pension funds have displayed investment skill on a risk-adjusted basis during the 2005-2014 period. We have calculated various risk-adjusted investment performance measures and
Marko Lukač, Matek Petar Pierre, Vedrana Repač   +2 more
core   +2 more sources

Performance Analysis of Hedge Fonds [PDF]

, 2005
El edificio dispone de dos portadas gemelas, probablemente fruto de su doble utilidad como pósito y carnicería, que siguen el mismo esquema compositivo; hueco adintelado enmarcado por pilastras y traspilastras con pinjante central, friso cornisa con ...
Henn Overbeck, Jacqueline, Meier, Iwan
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