Results 21 to 30 of about 613 (140)
Optimal allocation using the Sortino ratio
, 2020 In this paper we present an asset allocation strategy based on the maximization of the Sortino ratio. Unlike the Sharpe ratio, the Sortino ratio penalizes negative return variances only. The resulting allocation is valid for any time horizon unlike. The returns of a strategy based on such an allocation are empirically illustrated using historical Dow ...
Nassar, Tarek, Ephrem, Sandro
openaire +2 more sources
Influence of the Experimental Setup on the Damping Properties of SLM Lattice Structures [PDF]
, 2022 Background: Metal lattice structures obtained through Selective Laser Melting may increase the strength-to-weight ratio of advanced 3D printed parts, as well as their damping properties.
Totis G., Sortino M., Scalzo F.
core +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
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
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
openaire +3 more sources
Effects of Argon-Based and Nitrogen-Based Modified Atmosphere Packaging Technology on the Quality of Pomegranate (Punica granatum L. cv. Wonderful) Arils [PDF]
, 2021 Ready-to-eat pomegranate arils are considered a “functional food” for their health benefits and have desirable sensory characteristics, which have caused an increasing interest by the consumers for this product.
Inglese, Paolo +9 more
core +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
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