Results 91 to 100 of about 613 (140)

Performance Evaluation of Investment Funds of Shares Based on Sharpe and Sortino Ratio, Treynor Index, and Jensen's Alpha (Case Study: Small and large Institute) [PDF]

, 2013
With the development of funds market, the research of funds performance evaluation are becoming an important topic in the field of financial engineering.

core  

Influence of Tooling System Configuration on Chatter Onset in Internal Turning

, 2011
When machining high-precision mechanical components, prevention and avoidance of self-excited chatter vibrations are crucial. In internal turning, the boring bar is usually the most flexible element of the machining system, which is characterized by the ...
KULJANIC, Elso, SORTINO, Marco, TOTIS, Giovanni   +2 more
core  

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

Natural gadolinium discharge from volcanic sources

, 2014
Although a large fraction of chemicals is provided from volcanic fluids to the environment (Oppenheimer et al., 2014) only a scarce literature was focused on the Rare Earth elements (REE) release from high temperature fumaroles (Möller et al., 2003 ...
CENSI, Paolo, FALCONE, Edda Elisa, Sortino, F, Bellomo, S   +3 more
core  

Cryptocurrency Price Prediction Using Sliding Empirical Mode Decomposition with Economic Variables: A Machine Learning Approach

Fractal and Fractional
The cryptocurrency market has attracted significant attention from global investors, with Cardano (ADA) ranking among the top cryptocurrencies by market capitalization.
Wenhao Zhang, Zhenpeng Tang, Xiaowen Zhuang, Yi Cai, Baihua Dong   +4 more
doaj   +1 more source

Investing in times of inflation fears: Diversification properties of investments in liquid real assets [PDF]

The financial crisis and the rescue measures taken by governments and central banks increased investors' interest in liquidity and in real assets supposed to offer a hedge against inflation.
Tegtmeier, Lars, Topalov, Mihail, Prigge, Stefan, Grelck, Michael B., Torpan, Igor   +4 more
core  

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

Genetic Programming for the Investment of the Mutual Fund with Sortino Ratio and Mean Variance Model

, 2010
In this thesis, we propose two genetic-programming-based models that improve the trading strategies for mutual funds. These two models can help investors get returns and reduce risks.
Chen, Hung-Hsin
core  

Mengukur kinerja reksadana saham syariah menggunakan indeks sharpe, treynor, jensen, rasio informasi, sortino dan roy safety first: Studi kasus pada reksadana saham syariah yang terdaftar di JII

, 2015
INDONESIA: Perkembangan pasar modal saat ini sangat pesat, banyak para investor yang mulai tertarik untuk menanam modal mereka dalam bentuk investasi. Bisa dalam bentuk saham ataupun obligasi.
Asmasari, Lora
core  

Teoria de Portfólio Pós-Moderna: a relevância do índice de Sortino aplicada a uma carteira de investimento

The objective of this study is to evaluate whether the Sortino ratio is superior to the Sharpe ratio in portfolio selection decision-making. Both ratios are used in finance to measure risk-adjusted performance; however, they differ in how they handle
ANGELO VICTOR ROSA DE SOUZA CARVALHO
core