Results 21 to 30 of about 451 (149)
Jurnal Ekonomi Syariah Teori dan Terapan, 2020 The Objective of this research is to identify whether there is a different level performance of mutual funds in syariah shares among Information Ratio, Sortino Ratio, and Roy Safety First Ratio. This analysis using qualitative descriptive. In this case, the authority of money service website mentions there are 21 mutual funds in syariah shares could be
Azis, Nur Rohman, Shofawati, Atina
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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
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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
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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
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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
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Two-Stage Robust Optimization Model for Uncertainty Investment Portfolio Problems
Journal of Mathematics, 2021 Investment portfolio can provide investors with a more robust financial management plan, but the uncertainty of its parameters is a key factor affecting performance.
Dongqing Luan +3 more
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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
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Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning
IEEE Access, 2023 The traditional portfolio theory has relied heavily on historical asset returns while ignoring future information. Based on ensemble learning and maximum Sharpe ratio portfolio theory, this paper proposes a two-stage portfolio optimization method by ...
Zhongbao Zhou +3 more
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Formulating Cryptocurrencies Dynamic Portfolio with Consumption Sectors’ Stocks
Media Ekonomi dan Manajemen, 2022 This study was conducted to analyze the performance of the portfolio formed with different asset classes. The instrument used is the consumption sector index with 5 cryptocurrencies.
Naufal Dwinanda Narra Putra +2 more
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Diversifying Environmental, Social and Governance Portfolios: Evidence From China
International Journal of Finance &Economics, EarlyView.ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li +3 more
wiley +1 more source