Results 101 to 110 of about 613 (140)

Should Bitcoin Be Considered a Complementary Asset in a Long-Term Investment Portfolio? [PDF]

, 2017
This thesis is set out to examine the risk-adjusted performance impact of including Bitcoin in a Swedish investor’s portfolio, how the allocation of a Swedish investor’s portfolio changes by the inclusion of Bitcoin, and if Bitcoin should be part of a ...
Lindberg, Linus, Ahnhem, Kasper
core  

Enhancing Portfolio Optimization: A Two-Stage Approach with Deep Learning and Portfolio Optimization

Mathematics
The 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, Linyu Cao, Ruili Sun, Tiefeng Ma, Shuangzhe Liu   +4 more
doaj   +1 more source

Perbandingan Kinerja Portofolio Optimal Single Index Model dan Portofolio Global Minimum Varians dengan Rasio Sharpe, Treynor, Jensen, Sortino, dan M2

Investasi merupakan salah satu langkah yang dapat dilakukan dalam melakukan pengelolaan keuangan untuk mencapai tujuan keuangan yang diinginkan. Bentuk investasi yang ramai diminati oleh masyarakat adalah saham.
Simvianny, Clarisa
core  

Performance measurement with loss aversion [PDF]

, 2005
We examine a simple measure of portfolio performance based on prospect theory, which captures not only risk and return but also reflects differential aversion to upside and downside risk.
Salmon, Mark H., Gemmill, Gordon, Hwang, Soosung   +2 more
core  

Agronomic, Chemical, and Antioxidant Characterization of Grain Amaranths Grown in a Mediterranean Environment

, 2017
The use of amaranth (Amaranthus spp.) in the food and dietary supplements industry is increasing. The aim of this work is to promote the Mediterranean area as a production hot spot, by using multivariate statistical analyses on data obtained in two-year ...
Alessandra Guerrini, Massimo Tacchini, Sacchetti, Gianni, Gresta, Fabio, Fabio Gresta, Ceravolo, Giuseppe, Guerrini, Alessandra, Sortino, Orazio, Tacchini, Massimo, Gianni Sacchetti, Onofri, Andrea, Andrea Onofri, Giuseppe Ceravolo, Orazio Sortino   +13 more
core   +1 more source

Dynamic Credit Decision-Making with Continuous Risk Preference: A Unified Framework of Entropy-Regularized HJB and Soft Actor-Critic

Mathematics
Traditional credit scoring treats lending as static classification and lacks the ability to adjust risk preferences dynamically. This paper develops a dynamic credit decision framework based on the entropy-regularized Hamilton–Jacobi–Bellman (ER-HJB ...
Lei Jin, Runchi Zhang
doaj   +1 more source

Menentukan portofolio optimal treynor-black model dengan evaluasi kinerja portofolio metode jensen, sharpe, treynor, sortino, information ratio, T2 dan M2: Studi kasus pada saham di Jakarta islamic index (JII) periode Juni 2010 sampai Mei 2014

, 2015
INDONESIA: Masalah yang sering dihadapi oleh investor adalah ketidakpastian return dan risiko yang akan diperoleh dari investasinya. Untuk meminimalisir risiko dan memaksimalkan return, investor perlu membentuk sebuah portofolio.
Zahid, Mohamad
core  

Enhancing Agricultural Futures Return Prediction: Insights from Rolling VMD, Economic Factors, and Mixed Ensembles

Agriculture
The prediction of agricultural commodity futures returns is crucial for understanding global economic trends, alleviating inflationary pressures, and optimizing investment portfolios.
Yiling Ye, Xiaowen Zhuang, Cai Yi, Dinggao Liu, Zhenpeng Tang   +4 more
doaj   +1 more source

Administración pasiva de portafolios mediante indexación: un análisis del desempeño de los índices de alta, mediana y baja capitalización en México

, 2018
In a passive investing strategy through indexation, the portfolio performance will depend largely on the ability to choose the best index. In this paper, we study the performance of four of the main stock indices in Mexico with the intention of selecting
Rodríguez Reyes, Luis Raúl, Samaniego, Angel, Luis Raúl Rodríguez-Reyes, Angel Samaniego, Rodríguez-Reyes, Luis Raúl   +4 more
core   +1 more source

On the foundation of performance measures under asymmetric returns

We examine two performance measures advocated for asymmetric return distributions: the Sortino ratio—originally introduced by Sortino and Price (Sortino F and Price L 1994 J.
Christian Pedersen, Stephen Satchell
core   +1 more source