Results 31 to 40 of about 3,611,955 (162)
Alternative measures and decomposition of mutual funds portfolio performance [PDF]
Bankarstvo, 2018 In addition to the well-established and most commonly used portfolio performance measures, both in theory and practice - the Sharpe ratio, the Treynor ratio and the Jensen's or alpha index, the financial literature also includes other alternative ...
Leković Miljan
doaj
Jurnal Matematika UNAND, 2023 Dalam berinvestasi saham, setiap investor ingin mendapatkan return yang tinggi dan risiko yang rendah. Salah satu cara untuk meminimalisir risiko adalah dengan membentuk portofolio optimal yang menguntungkan dari segi return dan risiko.
NOVALISA NASTHASYA +2 more
doaj +1 more source
MARKET TIMING ABILITIES OF LARGE-CAP EQUITY MUTUAL FUND MANAGERS: EVIDENCE FROM INDIA
Copernican Journal of Finance & Accounting, 2021 This study investigates the Market Timing Ability (MTA) of large-cap equity fund managers in India. The extensions of Treynor and Mazuy (TM) model and Henriksson and Merton (HM) model have been used by adding six additional factors related to the public ...
V. Veeravel, S. Mohanasundaram
doaj +3 more sources
The Sector Liquidity Timing Ability of Bond Mutual Funds
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin +3 more
wiley +1 more source
Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
International Journal of Finance &Economics, EarlyView.ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
wiley +1 more source
International Journal of Islamic Business and Economics (IJIBEC)The research aims to measure the performance of stock indices and analyze the comparative performance of sharia stock indices in Indonesia (JII-70) and Malaysia (FBMS) during and after the COVID-19 pandemic. The performance assessment used was the Sharpe,
Fauziah Azizah +3 more
doaj +1 more source
Formulating Cryptocurrencies Dynamic Portfolio with Consumption Sectors’ Stocks
Media Ekonomi dan Manajemen, 2022 This study was conducted to analyze the performance of the portfolio formed with different asset classes. The instrument used is the consumption sector index with 5 cryptocurrencies.
Naufal Dwinanda Narra Putra +2 more
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British Journal of Psychology, EarlyView.Abstract Childhood emotional abuse (CEA) has been linked to response‐focused emotion regulation in adulthood. However, the underlying mechanisms remain unexplored. This pre‐registered study examined whether shame mediates the association between CEA history and aversive cognitive perseveration (ACP), including brooding rumination, experiential ...
Mohammadali Amini‐Tehrani +4 more
wiley +1 more source
Tazkia Islamic Finance and Business Review, 2014 Perkembangan ekonomi yang berbasiskan syariah Islam di Indonesia merupakan suatu realita yang menggembirakan bagi umat muslim. PT. BEI telah mewadahi sarana investasi syariah dalam Jakarta Islamic Index (JII).
Jose Hadita +1 more
doaj +1 more source
JCPP Advances, Volume 6, Issue 3, September 2026.Abstract Background Emerging evidence indicates that real‐time assessments such as ecological momentary assessment (EMA) detect individuals experiencing suicidal ideation (SI) who go undetected by retrospective assessments. However, it remains unclear for whom and why such discrepancies occur.
Ki Eun Shin +2 more
wiley +1 more source