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Treynor Ratio to Measure Islamic Stock Performance in Indonesia
Jurnal Fourier, 2019 Treynor Ratio merupakan model pioner inovatif ukuran kinerja saham yang dikemukakan Jack Treynor pada tahun 1965 yang terdiri atas 3 (tiga) komponen, yaitu return saham, return bebas risiko, dan beta saham. Banyak penelitian mendekati return bebas risiko
Mohammad Farhan Qudratullah
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Impact of COVID-19 pandemic on Moroccan sectoral stocks indices [PDF]
Scientific African, 2022 In this paper, we make an original contribution by identifying the impact of COVID-19 on Moroccan sectoral stocks indices. For this purpose, we collected data of 22 sectors from the Casablanca stock exchange from January 2017 to December 2021 and ...
Lhoucine Ben hssain +2 more
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Energy Reports, 2022 After 1980s, liberalization in energy industry accelerated. At that times, private sector started to show more tendency to electricity thanks to regulations and policies made by governments so electricity markets emerged and spread very rapidly, which ...
Mete Emin Atmaca
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Impact of COVID-19 on Performance Evaluation Large Market Capitalization Stocks and Open Innovation [PDF]
Journal of Open Innovation: Technology, Market and Complexity, 2021 This research is an event study that evaluates the performance of large market capitalization shares using a performance model that is adjusted to risks due to the COVID-19 outbreak.
Immas Nurhayati +3 more
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JIET (Jurnal Ilmu Ekonomi Terapan)Before purchasing shares on the stock exchange, potential investors and investors need to measure the performance of the stock portfolio of companies listed on the stock exchange to identify the level of return to be received and whether the level of ...
Asiska Nur Abidah +3 more
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Jurnal Fourier, 2016 Banyaknya jenis saham-saham yang ditawarkan di pasar modal mengakibatkan investor harus berhati-hati dalam menentukan saham yang akan dibelinya, karena setiap saham yang ditawarkan selalu mempunyai risiko disamping menjanjikan return.
Indah Puspita Sari +1 more
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A novel approach to using modern portfolio theory
Borsa Istanbul Review, 2023 Since their inception, modern portfolio theory (MPT) and the Sharpe ratio have been among the most popular investment methodologies. Although MPT has shortcomings, it effectively uses market sentiment to predict low-risk, high-earning portfolios.
Taariq G.H. Surtee +1 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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Word Portfolio Optimization in the Environment of Zero Interest Rate
Ekonomika, 2021 This paper provides a deep analysis of ten globally diversified portfolios, composed of different financial instruments: bonds, shares, ETF’s, commodities, indexes, currencies, constructed applying various optimization techniques.
Darja Demcenko
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Sharpe and Treynor Ratios on Treasury Bonds* [PDF]
The Journal of Business, 2006 We challenge asset pricing theory with numerous stylized facts regarding risk and return on U.S. Treasury securities. Most striking is our finding that reward/risk ratios vary inversely with maturity and are incredibly high for short‐term bills. Apparently investors would do much better engaging in highly leveraged investments in bills instead of ...
Pilotte, E. A., Sterbenz, Frederic P.
openaire +2 more sources