Results 21 to 30 of about 3,611,955 (162)
Portofolio Optimal Investasi Saham dari 6 Sektor pada Indeks LQ45 Periode 2015-2018
Jurnal Aplikasi Bisnis dan Manajemen, 2020 The purpose of this research is to build an optimum investment portfolio of stocks using Single Index Model (SIM) from 31 stocks of 8 sectors LQ45 indices (trade, mining, infrastructure, consumer, industry, agriculture, finance, and properti) during ...
Benyamin Verkino +2 more
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Complexity, 2023 This paper addresses a method to solve a multi-period portfolio selection on the stock market. The portfolio problem seeks an investor to trade stocks with a finite budget and a given integer number of stocks to hold in a portfolio.
Luis Aburto +3 more
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The Performance of Portfolio Management Companies in Terms of Pension Funds: Evidence from Turkey
Pamukkale Üniversitesi İşletme Araştırmaları Dergisi, 2021 Private Pension System (PPS) which has been in practice for many countries began its operations on 27 October 2003 in Turkey, and Pension Fund Companies (PFCs), Portfolio Management Companies (PMCs), and government authorities are three main actors in ...
Göksal Selahatdin Kelten
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Performance-Risk Nexus of Global Low-Rated ETFs During the QE-Tapering Period
Studies in Business and Economics, 2020 This study investigates the performance of 50 global, one star (based on Morningstar rankings), ETFs during the US QE-tapering period starting in October 2014 up to September 2018, using the S&P500 as the market index.
Anastasiadis Panagiotis +3 more
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PERFORMANCE EVALUATION OF LQ45 STOCKS IN THE INDONESIA STOCK EXCHANGE DURING PERIOD OF 2016-2018
Journal of Management and Entrepreneurship Research, 2020 Objective: This study investigates the performance evaluation of each LQ45 stock in the Indonesia Stock Exchange conducted by using the Sharpe Index, Treynor Ratio, Jensen Alpha, Sortino Ratio, and Information Ratio.
Happy Catherine, Robiyanto Robiyanto
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APMBA (Asia Pacific Management and Business Application), 2019 The purpose of this study is to determine the stocks of the LQ-45 Index which form a portfolio based on a single index model, analyzed by Sharpe, Treynor, and Jensen methods, whether there are differences in the results of calculations and which is the ...
Qur'anitasari Qur'anitasari +2 more
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A Study of Performance of the KLSE Syariah Index
Malaysian Management Journal, 2020 This study compares the performance of the Syariah Index (SI) and the Composite Index (CI) of the Kuala Lumpur Stock Exchange (KLSE) during the period April 1 999 to January 2002, Both the raw and risk-adjusted returns were calculated for the indices for
Zamri Ahmad, Haslindar Ibrahim
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Measuring the performance of mutual funds: A case study [PDF]
Industrija, 2015 In this paper we evaluate the performance of eight open-end mutual funds in the Republic of Serbia for the period 2009-2012, with the aim of testing the justification of active portfolio management of mutual funds, and determining the selection ...
Jakšić Milena +2 more
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, 2005 This paper extends the Treynor performance ratio for a single index to the case of multiple indexes. The new measure, called the Generalized Treynor Ratio, preserves the same key geometric and analytical properties of the original Treynor Ratio.
Hübner, Georges +2 more
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Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach
Cogent Economics & Finance, 2023 This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the Damascus Securities Exchange (DSE).
Kinda Dooba, Sulaiman Mouselli
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