Results 151 to 160 of about 3,611,955 (162)

Portfolio management and performance improvement with Sharpe and Treynor ratios in electricity markets

Energy Reports, 2022
Mete Emin Atmaca
exaly  

An Analytical Confidence Interval for the Treynor Index: Formula, Conditions and Properties

Journal of Business Finance and Accounting, 2000
Richard C Morey
exaly  

Performance Hypothesis Testing with the Sharpe and Treynor Measures

Journal of Finance, 1981
J D Jobson
exaly   +2 more sources

Chapter 82: Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis

2020
Cheng Few Lee
exaly  

Comparative Analysis of Performance Indonesia with the Philippines Banking Stock Using the Sharpe, Treynor, and Jensen Index

International Journal of Scientific Research in Science and Technology, 2021
exaly  

Beta, the Treynor ratio, and long-run investment horizons

Applied Financial Economics, 2003
James A Yoder
exaly  

A strong case to calculate the Treynor ratio using log-returns

Journal of Asset Management, 2017
Pratish Patel
exaly  

Jakarta Islamic Index Performance Analysis, Before, During and After the 2008 Global Crisis Using Sharpe, Treynor, and Jensen Index

Advances in economics, business and management research, 2020
exaly  

Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis

Cheng Few Lee
exaly  

Treynor, Lawrence Jack

2010
exaly