Results 71 to 80 of about 3,611,955 (162)
ESG Ratings and Investment Returns at the Country Level: Does Higher Mean Better?
International Journal of Finance &Economics, Volume 30, Issue 4, Page 3761-3784, October 2025.ABSTRACT We examine whether U.S. dollar‐based investors can do better investing in highly rated ESG countries than in medium and lower rated ESG countries using both cross sectional and panel data estimations. In general, we find evidence that investment in ESGLow scoring countries leads to better returns than investing in ESGHigh scoring countries ...
Dimitrios Asteriou +3 more
wiley +1 more source
SHS Web of Conferences, 2018 This study analyses the investment performance and effectiveness of risk diversification between M-REITs’ and S-REITs’ by comparing their respective Sharpe Ratio, Treynor Ratio and Jensen’s Alpha including the diversification measures (unsystematic risk ...
David Ng Ching Yat +3 more
doaj +1 more source
, 1985 This is the 1985 edition of the Index. The Index is written by student editors, and it is the college’s yearbook. It includes an annual record of events at Wooster. This specific Index is divided into different sections including college life, activities,
Editors, Index, Index Editors,
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Real estate investment trusts: A price-based risk-adjusted performance study in South Africa
Acta CommerciiOrientation: The study examined the price-based, risk-adjusted return performance of South African real estate investment trusts (REITs) relative to alternative benchmark investments.
Jonathan Tembo, Chioma Okoro
doaj +1 more source
Portfolio Optimization of Equity Mutual Funds—Malaysian Case Study
Advances in Fuzzy Systems, 2010 We focus on the equity mutual funds offered by three Malaysian banks, namely Public Bank Berhad, CIMB, and Malayan Banking Berhad. The equity mutual funds or equity trust is grouped into four clusters based on their characteristics and categorized as ...
Adem Kılıçman, Jaisree Sivalingam
doaj +1 more source
KONSISTENSI METODE SHARPE, TREYNOR, DAN JENSEN&rsquo
, 2011 Investment is temporarily postponed consumption for greater future consumption. Two elements that investment are return and risk. One of the investment instrument is protected funds.
, Andrew Argado Kirana S +1 more
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Kinerja Reksadana Terproteksi Syariah Dengan Indeks Sharpe, Treynor, Dan Jensen (Periode Tahun 2013-2016) [PDF]
, 2018 The objective of this research is to identify whether there is a difference of the performance of mutual fund shares among Sharpe, Treynor, and Jensen Index (Period 2013- 2016) by analyzing the performance of each sampling stock from Sharia-Protected ...
Muhamad Nafik Hadi Ryandono, - +1 more
core +1 more source
Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation [PDF]
We consider investors with mean-variance-skewness preferences who aim at selecting one out of F different funds and combining it optimally with the riskless asset and direct stock holdings.
Gürtler, Marc, Breuer, Wolfgang
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Performance evaluation of investment (mutual) funds
Business: Theory and Practice, 2014 The efficiency of an investment fund is one of the main components in evaluating the performance of the fund. This study seeks for introducing and comparing risk and performance evaluation ratios.
Povilas Vyšniauskas +1 more
doaj +1 more source