Results 81 to 90 of about 3,611,955 (162)

A Study of Performance of the KLSE Syariah Index

Malaysian Management Journal, 2002
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
doaj  

Ranking the performance of country funds using risk adjusted performance measures: Treynor Index, Sharpe Index, Jensen Index

, 1990
Cataloged from PDF version of article.Includes bibliographical references leaves 44-46.T h i s s t u dy ranks the performaпсе o f c o u n t r y f u n d s w i t h i n th e international context using risk adjusted ...
Boğ, Hilmi Işık
core  

Analisis Perbandingan Kinerja Reksa Dana Saham Konvensional dengan Reksa Dana Saham Syariah Tahun 2010-2012 Memggunakan Metode Sharpe, Treynor, dan Jensen Index [PDF]

, 2013
ABSTRAK Investasi dalam bentuk portofolio saham dan obligasi di pasar modal masih dilihat sebagai investasi yang belum tentu mendatangkan hasil yang lebih baik dibandingkan investasi pada deposito bagi investor di Indonesia.
YOVITA EKASARI MUCHTAR
core  

The Evaluation of Bank Loans Performance in Taiwan-under Value at Risk

, 2012
[[abstract]]Loans are the main services and income sources for bank, but there are no consistent and effective assessment methods. In this study, we will evaluate the performance of bank loan use the methods in portfolio under value at risk. There are 23
Yen, Chih-Chun
core  

Perbandingan Kinerja Portofolio Optimal Single Index Model dan Portofolio Global Minimum Varians dengan Rasio Sharpe, Treynor, Jensen, Sortino, dan M2

Investasi merupakan salah satu langkah yang dapat dilakukan dalam melakukan pengelolaan keuangan untuk mencapai tujuan keuangan yang diinginkan. Bentuk investasi yang ramai diminati oleh masyarakat adalah saham.
Simvianny, Clarisa
core  

Analysis Of Stock And Mutual Fund Portfolio Performance Using Sharpe, Treynor, And Jensen Methods (10 Blue Chip Stocks and 5 Best Mutual Funds 2023)

Analysis of Stock Portfolio Performance and Mutual Funds with the Sharpe, Treynor, and Jensen Index methods on the best blue chip stocks and mutual funds on the Indonesia Stock Exchange.
Najmudin, Najmudin, Ningsih, Hesti
core  

Analisis Fama-French Three Factor Model Terhadap Return Portofolio Saham Optimal Terindeks PEFINDO25

Jurnal Matematika UNAND
Portofolio optimal adalah portofolio yang menguntungkan dari segi return dan risiko bagi para investor. Pada penelitian ini digunakan metode Single Index Model untuk membentuk portofolio optimal. Setelah portofolio optimal terbentuk, dilakukan pengukuran
Ridho Pascal Willmar, DODI DEVIANTO, HAZMIRA YOZZA   +2 more
doaj   +1 more source

Impact of COVID-19 pandemic on Moroccan sectoral stocks indices. [PDF]

Sci Afr, 2022
Ben Hssain L, Agouram J, Lakhnati G.
europepmc   +1 more source

PENGUKURAN KINERJA PORTOFOLIO MENGGUNAKAN MODEL BLACK-LITTERMAN BERDASARKAN INDEKS TREYNOR, INDEKS SHARPE, DAN INDEKS JENSEN (Studi Kasus Saham-Saham yang Termasuk dalam Jakarta Islamic Index Periode 2009-2013) [PDF]

, 2014
The composing of portfolio is one of the way to minimize the risk of investment. Through portfolio, it is expected that some stocks still give return when other stocks are loss. From this composed portfolio, every investor expect appropriate return. The
AZIZAH, SITI
core  

ANALISIS RETURN DAN RISIKO INVESTASI REKSA DANA SYARIAH PERIODE 2020-2023 MENGGUNAKAN INDEX SHARPE, TREYNOR, DAN JENSEN [PDF]

Tesis dengan judul “Analisis Return Dan Resiko Investasi Reksa Dana Syariah Periode 2020-2023 Menggunakan Index Sharpe Treynor, Dan Jensen” ini ditulis oleh Ulil Albab, dengan pembimbing Prof. Dr. H. Dede Nurohman, M.Ag. dan Dr.
ULIL ALBAB, 1880508230006
core   +1 more source