Portfolio Formation Decisions and Optimal Allocation in Cryptocurrency Investments Considering Both Risk and Return [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atīIn today’s world, investment in the cryptocurrency market is regarded as one of the most attractive yet high-risk opportunities. Given the rapid growth of this market and its impact on the global economy, examining the importance and challenges ...
Iman Ebrahimi +2 more
doaj +1 more source
Losing money with a high Sharpe ratio [PDF]
, 2011 A simple example shows that losing all money is compatible with a very high Sharpe ratio (as computed after losing all money). However, the only way that the Sharpe ratio can be high while losing money is that there is a period inwhich all or almost all ...
Vladimir Vovk, Vovk, Vladimir
core
, 2012 INDONESIA: Reksadana adalah wadah yang dipergunakan untuk menghimpun dana dari masyarakat pemodal untuk selanjutnya diinvestasikan dalam portofolio efek oleh Manajer Investasi. Investor bisa memilih dua macam investasi reksadana antara lain reksadana
Hafizi, Muhammad Riza
core
The Role of Sex in the Assessment of Return and Downside Risk in Decumulation Financial Planning
RisksThis paper aims to assess the return and downside risk of a decumulation portfolio established at the retirement age of a senior, with a determined lifetime horizon differentiated by the sex of the citizen.
Amaia Jone Betzuen Álvarez +1 more
doaj +1 more source
EFFECT OF FRUIT-SET TIME ON THE QUALITY PERFORMANCE OF ANNONA CHERIMOLA MILL. FRUIT
, 2019 The aim of this work was to analyze the differences between fruits obtained by different dates of fruit set and identify the proper fruit-set time that allows to obtain the optimum fruit quality in Annona cherimola cv Fino de Jete, planted in Southern
Vincenzo Vonella +9 more
core +1 more source
A novel portfolio construction strategy based on the core- periphery profile of stocks
Scientific ReportsThis paper highlights the significance of mesoscale structures, particularly the core-periphery structure, in financial networks for portfolio optimization.
Imran Ansari +3 more
doaj +1 more source
Perbandingan Kinerja Portofolio Super STAR dengan Kinerja Indeks-Indeks Harga Saham Terkemuka di Bursa Efek Indonesia [PDF]
, 2023 This research is conducted to discover the performance of Super STAR by comparing it with the stock indexes registered at Indonesia Stock Exchange (IDX).
Giovanni, Farrel Tegar
core
Portfolio Optimization with Systemic Risk Approach [PDF]
Iranian Journal of FinancePortfolio optimization has always been the main concern of investors. What differentiates different optimization models from each other is the risk measure.
Mohammad Azad +3 more
doaj +1 more source
Risk-adjusted return on IPOs on Aktietorget : A comparison of the Sharpe and Sortino ratio
, 2017 Bakgrund: De senaste åren har en stark underprissättningstrend observerats i det ökande antalet börsnoteringar, vilket har skapat ett starkt investerarintresse.
Fredriksen, Petter, Lundberg, Madeleine
core
Machine Learning Framework for Algorithmic Trading
Computer Sciences & Mathematics ForumPresent financial markets are characterized by great volatility and nonlinear dynamics since they are driven by both quantitative forces and qualitative mood. Traditional trading practices cannot capture such nuance.
Krishnamurthy Nayak +2 more
doaj +1 more source