Does Reit offer a Better Risk and Return Contour to the New Zealand Residential Property Investors?
Studies in Business and Economics, 2018 New Zealanders’ overwhelming favour of residential property investment has resulted in residential properties being overvalued with a house-price-to-income multiple equals to 5.9 for the country and 10 for its largest city – Auckland.
Chong Fennee
doaj +1 more source
, 2017 This research aims to evaluate and compare the performance of Equity Funds listed in ARIA BAPEPAM Indonesia to IHSG with Jensen Ratio, Sharpe Ratio, and Treynor Ratio. Besides that, this research also aims to find out whether age of Equity Funds and size
Chandra, Martin
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Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English) [PDF]
The paper provides a stock-market-performance analysis for three emerging European stock markets: Croatia, Slovenia, and Bosnia and Herzegovina. Using monthly observations we perform a detailed study of the performance of Croatian and Slovenian mutual ...
Timotej Jagric +3 more
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Journal of Asia Entrepreneurship and SustainabilityThe Indian financial market presents unique challenges for individual investors, particularly in portfolio diversification and risk management. This paper presents InvestWise, the first Indian-market-specific AI advisory framework integrating GPT-4 and ...
Nisarg Patel +2 more
doaj +1 more source
The Problems of Correlation in the Financial Risk Management – the Contribution of Microfinance [PDF]
In this paper we first introduce microfinance institutions as an alternative investment instrument. We argue that beside socially responsible features of microfinance, there exists also significant portfolio enhancement opportunity in microfinance ...
Janda, Karel, Svárovská, Barbora
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Pengaruh ESG Score dan Market Return Terhadap Performa dari Saham yang Tergolong Dalam IDX-SRI KEHATI Dengan Menggunakan Model Jensen Alpha, Treynor Ratio dan Fama-French 5 Faktor [PDF]
Penelitian ini mengkaji pengaruh ESG Score dan Market Return terhadap kinerja saham dalam indeks IDX-SRI KEHATI menggunakan Jensen’s Alpha, Treynor Ratio, dan Fama-French 5 Factor Model. Data penelitian mencakup periode 2015-2023.
Sedek, Henokh Melki
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H3O-LGBM: hybrid Harris hawk optimization based light gradient boosting machine model for real-time trading. [PDF]
Artif Intell Rev, 2023 Gupta V, Kumar E.
europepmc +1 more source
Application of the Treynor Ratio to Companies Listed on the Mexican Stock Exchange (BMV)
This research utilizes a multi-dimensional framework—incorporating theoretical, documentary, experimental, and descriptive approaches—to evaluate the risk-adjusted performance of the 35 constituent assets of the Índice de Precios y Cotizaciones (IPC) on the Mexican Stock Exchange (BMV).
openaire +1 more source
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence [PDF]
American call and put options on the S&P 500 index futures that violate the stochastic dominance bounds of Constantinides and Perrakis (2007) over 1983-2006 are identified as potentially profitable investment opportunities.
Jens Carsten Jackwerth +3 more
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Does sustainable competitive advantage make a difference in stock performance during the Covid-19 pandemic? [PDF]
Financ Res Lett, 2022 Yu H.
europepmc +1 more source