Results 101 to 110 of about 4,917 (191)
Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator [PDF]
This paper proposes a pragmatic, discrete time indicator to gauge the performance of portfolios over time. Integrating the shortage function (Luenberger, 1995) into a Luenberger portfolio productivity indicator (Chambers, 2002), this study estimates the ...
Ignace Van de Woestyne +3 more
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Performancemessung: Theoretische Maße und empirische Umsetzung mit VBA [PDF]
, 2008 Neben einer theoretischen Analyse ausgewählter klassischer und moderner Performancemaße präsentieren wir in diesem Papier eine speziell zum Zweck der Performanceanalyse entwickelte Erweiterung des Funktionsumfanges von MS-Excel.
Auer, Benjamin R., Seitz, Franz
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Enhancing Portfolio Optimization: A Two-Stage Approach with Deep Learning and Portfolio Optimization
MathematicsThe portfolio selection problem has been a central focus in financial research. A complete portfolio selection process includes two stages: stock pre-selection and portfolio optimization.
Shiguo Huang +4 more
doaj +1 more source
The performance and persistence of exchange-traded funds: evidence for iShares MSCI country-specific ETFs [PDF]
The aim of this paper is to investigate the performance and persistence of 20 iShares MSCI country-specific exchange-traded funds (ETFs) in comparison with S&P 500 index over the period July 2001 to June 2006.
Kuo, Tzu-We, Mateus, Cesario
core +2 more sources
AgricultureThe prediction of agricultural commodity futures returns is crucial for understanding global economic trends, alleviating inflationary pressures, and optimizing investment portfolios.
Yiling Ye +4 more
doaj +1 more source
The performance of mutual funds: evidence from Turkey [PDF]
, 2014 In academic world much controversy exists regarding the performance of pension and mutual funds. Some studies have concluded that actively managed funds on average, underperform their passively managed counterparts whereas other studies have shown just ...
Parlak, Deniz
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Escala de los principales fondos de inversión en Colombia basada en la medición Morning Star [PDF]
, 2014 La propuesta tuvo como objeto analizar y validar 2 años de historia del comportamiento de los fondos que operan en Colombia y como sus portafolios de inversión se comportan teniendo como punto de referencia el Índice general de la Bolsa de Colombia -- A ...
Bolívar Castro, Olga Lucía +1 more
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Performance of Listed State-owned Enterprises using Sortino Ratio Optimization
Journal of Applied Sciences, 2011 Chun-Teck Lye +1 more
openaire +1 more source
Stochastic cost-effectiveness analysis on population benefits. [PDF]
Cost Eff Resour Alloc, 2023 Chen E.
europepmc +1 more source
The value-added of investable hedge fund indices [PDF]
This paper empirically investigates the risk and performance of three types of alternative beta products over the January 2002 to September 2009 time period: funds of hedge funds (FHFs), investable hedge fund indices (IHFIs), and hedge fund replication ...
Heidorn, Thomas +2 more
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