Results 91 to 100 of about 1,201 (194)
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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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
Analisis Kinerja Portofolio Saham Dengan Metode Sharpe Ratio, Treynor Ratio, Dan Jensen Alpha (Studi pada Indeks LQ 45 yang Terdaftar di BEI Tahun 2014-2016) [PDF]
, 2017 Penelitian ini bertujuan untuk mengetahui kinerja portofolio saham indeks LQ 45 dengan menggunakan metode Sharpe Ratio, Treynor Ratio, dan Jensen Alpha, serta mengetahui ada atau tidaknya perbedaan yang signifikan diantara ketiga metode tersebut.
Prinatya, Annisa Bella
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, 2015 INDONESIA: Reksadana adalah wadah yang dipergunakan menghimpun dana dari masyaratak pemodal untuk selanjutnya diinvestasi kedala portofolio Efek oleh manajer investasi. Penelitian ini bertujuan untuk menganalisi perbandingan kinerja reksadana syariah
Tinnafiah, Siti Listiana
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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
Jurnal ManajemenThe significant growth of mutual fund investors underscores the importance of meticulous fund selection based on performance. This study compares the performance of equity and balanced funds using various metrics including Sharpe, Treynor, Jensen's Alpha, Information, and Sortino ratios to determine their relative strengths.
Nathanael Sutjipto, Bonnie Mindosa
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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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 +3 more sources
Performance Evaluation of Portfolio using the Sharpe, Jensen, and Treynor Methods [PDF]
, 2016 : This paper attempts to get an insight and to construct an optimal portfolio empirically using Sharpe"s single index model, Further, we evaluate portfolio and market returns using Sharpe, Jensen and Treynor Ratio.
Mr Jayshil, Dr Monica Verma, R Hirpara
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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