Analysis of the Single Index Model Optimal Portfolio Using the Sharpe and Treynor Measurement Index Related to Covid-19 [PDF]
JTAM (Jurnal Teori dan Aplikasi Matematika)The optimum portfolio is the preferred choice among investors for determining the most favorable combination of projected return and risk. This study seeks to ascertain the ideal portfolio performance of companies in the IDX30 index on the Indonesia ...
Yumna Hanum Salsabila +3 more
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Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method [PDF]
Jurnal Ekonomi dan Keuangan Islam, 2018 This study aims to analyse stock performance using the Sharpe, Treynor and Jensen methods at Jakarta Islamic Index during 2014-2016. This research is a descriptive and quantitative research.
Edi Susilo, Ainun Najah
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Application of the Treynor index in SMEs in the Colombian logistics sector period: 2019-2023
TendenciasIntroduction: In Colombia, small and medium-sized enterprises (SMEs) operate in a volatile economic environment, which exposes them significantly to systematic risk.
Daniel Isaac Roque +2 more
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CAPM, INDEKS TUNGGAL DAN TREYNOR SEBAGAI ANALISIS PORTOFOLIO PADA SAHAM SYARIAH
Keunis, 2021 This study aims to analyze the optimal portfolio of stocks using a single index model and the Capital Asset Pricing Model (CAPM) in making investment decisions as well as the expected profit and risk of the optimal portfolio formed on Islamic stocks in ...
Ery Indah Setyowati +1 more
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Jurnal Akuntansi, 2020 Stocks as an investment instrument that categorized as a high risk dan high return instrument. Therefore, investors should distributed their invesment funds in a number of shares by forming an optimal portfolio where the highest return is obtain at a ...
Dini Iskandar +2 more
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Risk-return performances of real estate investment funds in Turkey including the Covid-19 period
International Journal of Strategic Property Management, 2021 The purpose of this research is to give an insight into the Turkish real estate investment funds (T-REIFs) by comparing their risk-return performances with the main benchmark investment tool Istanbul Stock Exchange-100 (BIST-100) Index.
Mehmet Emre Çamlibel +2 more
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Performance Evaluation of Mutual Funds Via Single Valued Neutrosophic Set (SVNS) Perspective: A Case Study in Turkey [PDF]
Neutrosophic Sets and Systems, 2018 The aim of this study was to use the Single-Valued Neutrosophic Set (SVNS) to analyze 58 mutual funds, traded at the Istanbul Stock Exchange, under incomplete, indeterminate and inconsistent information.
Serpil Altinirmak +3 more
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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
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PEMBENTUKAN PORTOFOLIO BERDASARKAN INDEKS SHARPE, TREYNOR DAN JENSEN SERTA PORTOFOLIO OPTIMAL DENGAN MENGGUNAKAN SINGLE INDEX MODEL [PDF]
, 2021 ABSTRAK Investasi adalah suatu bentuk penanaman dana guna memberikan keuntungan tingkat pengembalian (return) baik pada masa sekarang atau dan dimasa depan. Saham adalah sebuah bukti kepemilikian nilai sebuah perusa- haan.
DIRAMADHONA, MUTIASALISA
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ANALISIS PORTOFOLIO INVESTASI PADA SAHAM SEKTOR PROPERTI YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX DENGAN PENDEKATAN SHARPE INDEX, TREYNOR INDEX, DAN JENSEN INDEX [PDF]
, 2015 This study aimed to analyze the investment portfolio in the property sector stocks listed in JII using the Sharpe Index, Treynor Index and Jensen Index.
Yardha, Muhammad Saufa; Alumni Program Studi Ekonomi Islam, FEBI UIN SU Medan
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