Results 21 to 30 of about 2,761,486 (133)
A novel approach to using modern portfolio theory
Borsa Istanbul Review, 2023 Since their inception, modern portfolio theory (MPT) and the Sharpe ratio have been among the most popular investment methodologies. Although MPT has shortcomings, it effectively uses market sentiment to predict low-risk, high-earning portfolios.
Taariq G.H. Surtee +1 more
doaj +1 more source
Apprendere con intelligenza: ChatGPT, inclusione e cittadinanza digitale nella scuola secondaria di primo grado [PDF]
, 2023 Antonio Sortino e Chiara Piani, docenti specializzati per il sostegno didattico, propongono due esperienze di “educazione con l’Intelligenza Artificiale” ed “educazione all’Intelligenza Artificiale” esplorando ChatGPT, un sistema di Intelligenza ...
Antonio Sortino, Chiara Piani
core +1 more source
Performance Evaluation of Stock Price Indexes in the Indonesia Stock Exchange
International Research Journal of Business Studies, 2018 This study evaluates the performance of stock price indexes in the Indonesia Stock Exchange by using Sharpe Index, Treynor Ratio, Jensen Alpha, Adjusted Sharpe Index, Adjusted Jensen Index and Sortino Ratio.
Robiyanto
doaj +1 more source
ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach
SAGE Open, 2022 This study aims to compose a portfolio consisting crypto hedge fund and ASEAN-5 stock market and to examine the hedging effect of crypto hedge fund against those stock markets.
Andreas Renard Widarto +3 more
doaj +1 more source
RATIO ANALYSIS OF ACTUAL BUSINESS PERFORMANCE OF OPEN INVESTMENT FUNDS IN SERBIA [PDF]
Serbian Journal of Management, 2013 The subject of this paper is to analyze the performance of open investment funds in Serbia in the period of 2007 to 2013. By applying Jensen's alpha, Sharper and Sortino ratio it was found that theperformances of domestic investment funds are ...
Lidija Barjaktarović +2 more
doaj +1 more source
Examining the Efficiency of Portfolio Optimization using Model of Minimum-Variance and N/1 in Portfolio Selection [PDF]
Journal of Asset Management and Financing, 2018 The issue of portfolio selection has always been considered as one of the key issues in the field of investment. To select optimal portfolios, various models and methods have been represented since the initial presentation of the Markowitz approach ...
Reza Raei, Saeed Bajalan, Alireza Ajam
doaj +1 more source
E-Payment Technology Effect on Bank Performance in Emerging Economies–Evidence from Nigeria
Journal of Open Innovation: Technology, Market and Complexity, 2018 The development of the financial sector has been a major growth driver in all economies, especially in emerging economies. Part of the financial innovations in the sector in recent times is the electronic payment system.
Saidi Atanda Mustapha
doaj +1 more source
International Journal of Business and Management, 2011 The aim of this study is to evaluate the functionality and effect of portfolio management of investment companies, which have had the active portfolio in Tehran stock exchange from 2005-2010. In order to do so, and assess their performance based on modern and post modern portfolio theories; this has been carried out by using Sharp, Sortino and Sterling
Pegah Kolbadi, Hamed Ahmadinia
openaire +1 more source
Analyzing the Performance of Iran Mutual Funds [PDF]
پژوهشهای تجربی حسابداری, 2013 This paper is based on the performance of mutual fund in the Tehran’s stock exchange criteria based on modern portfolio theory consists of (Sharp ratio, Modigliani,Standard Deviation, Systematic Risk, Treynor, Jenesen alpha) and Post Modern portfolio ...
Gholamreza Soleimany Amiri, Ameneh Abed
doaj +1 more source
Measuring the risk-adjusted performance of selected soft agricultural commodities
Agricultural Economics (AGRICECON), 2022 In this paper, we used several elaborate return-to-risk methods to investigate the risk-adjusted performances of five soft commodities. Regarding only the level of risk, we found that cocoa had the highest risk of losses, followed by orange juice. Cotton
Dejan Živkov +2 more
doaj +1 more source