Results 1 to 10 of about 326 (153)

Portfolio management and performance improvement with Sharpe and Treynor ratios in electricity markets

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
exaly   +4 more sources

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
doaj   +3 more sources

Misophonia symptom severity is linked to impaired flexibility and heightened rumination. [PDF]

Br J Psychol
Abstract Misophonia is a disorder involving sensitivity to certain sounds and related stimuli. Here, we explore the relationship between misophonia and affective flexibility, which describes cognitive shifting abilities in the face of emotion‐evoking stimuli.
Black VK, Allen KJD, Aazh H, Johnson SL, Erfanian M.   +4 more
europepmc   +2 more sources

A Refinement to the Treynor Ratio

Journal of Asset Management
Abstract We propose a refinement to the Treynor Ratio, as a key risk-adjusted measure of investment performance, and we further demonstrate its usefulness based on calculations relying on a sample of different funds. The original Treynor Ratio has shortcomings that affect the correctness of rankings of funds (or other investment ...
Piotr Pietraszewski, Tomasz Schabek, Janusz Brzeszczynski   +2 more
exaly   +2 more sources

Comparison of Stock Portfolio Performance of Conventional Banks and Islamic Banks Using Sharpe Ratio, Treynor Ratio, and Jensen Ratio (2021-2023)

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, Putri Hidayanti Pratiwi, Triya Oftafiana, Muhammad Aswad   +3 more
doaj   +2 more sources

Negative Emotion (dys)regulation Predicts Distorted Time Perception: Preliminary Experimental Evidence and Implications for Psychopathology. [PDF]

J Pers
ABSTRACT Objective Accurate time perception is crucial to daily life but vulnerable to interference, particularly through negative affect, which dilates individuals' sense of time passing. Regulation strategies like rumination, and disorders like borderline personality disorder (BPD), are linked to time distortion, yet their interrelationships remain ...
Napolitano SC, Peckinpaugh IK, Lane SP.
europepmc   +2 more sources

GGAssembler: Precise and economical design and synthesis of combinatorial mutation libraries. [PDF]

Protein Sci
Abstract Golden Gate assembly (GGA) can seamlessly generate full‐length genes from DNA fragments. In principle, GGA could be used to design combinatorial mutation libraries for protein engineering, but creating accurate, complex, and cost‐effective libraries has been challenging.
Hoch SY, Netzer R, Weinstein JY, Krauss L, Hakeny K, Fleishman SJ.   +5 more
europepmc   +2 more sources

Heart Talk: Emotional Inner Speech Increases Heart Rate. [PDF]

Psychophysiology
ABSTRACT In two preregistered experiments (exp.1: n = 44; exp.2: n = 46), we investigated whether emotional inner speech influences heart rate. Participants were asked to engage in sessions of either: self‐encouraging positive inner speech, self‐degrading negative inner speech, or inner counting while their heart rate was monitored.
Wallentin M, Kruse L, Yan X, Samide P, Meerwald AF, Fjendbo DT, Nedergaard JSK.   +6 more
europepmc   +2 more sources

Analisis Kinerja Portofolio Optimal Constant Correlation Model Pada Saham Syari’ah Dengan Menggunakan Metode Sortino, Treynor Ratio Dan M2

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, Mohammad Farhan Qudratullah   +1 more
doaj   +3 more sources

The Treynor Ratio as a Risk-adjusted Return of Croatian Listed Firms

International Journal of Economic Sciences, 2023
Motivated by the importance of determinants of firm performance, especially in terms of risk-adjusted performance that considers underlying risks, this paper explores the effects of firm-specific determinants on risk-adjusted returns such as the Treynor ratio. Specifically, the authors explore whether firm size, capital expenditures, capital intensity,
Pavić Kramarić, Tomislava, Miletić, Marko, Pepur, Petar   +2 more
openaire   +3 more sources