Portfolio Optimization with Artificial Hummingbird Algorithm for Cement Industry
Istanbul Business ResearchPortfolio optimization, which is performed while investing in any asset, is an important issue for all investors and finance researchers. In this study, the Artificial Hummingbird Optimization Algorithm (AHA), which has been proposed in recent years, was
Murat Erhan Çimen
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Isolating the Systematic Component of a Single Stock’s (or Portfolio’s) Standard Deviation [PDF]
This paper revisits the roots of modern portfolio theory and the recognition that a stock’s (or a stock portfolio’s) risk can be decomposed into a systematic component and an unsystematic component, and, further, that only the former should contribute to
Cara Marshall
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Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS [PDF]
The purpose of this study is to find evidence that shows that either activemanagement of private pension funds in Colombia actually adds value tothe investors or, on the contrary, investors would achieve better results ifthey invested in passively ...
CAMILO RONCANCIO PEÑA +2 more
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US Real Estate Investment Performance: 1983-2012 [PDF]
, 2014 This study provides an overview of real estate investment performance over a 1983-2012 time period. The results show that although equity REITs outperformed all other assets on average annual return, on a risk-adjusted basis both private retail and ...
Kerrigan, John F
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Revista de Métodos Cuantitativos para la Economía y la Empresa, 2018 Performance measurement is an area of crucial interest in asset valuation and investment management. High volatility as well as time aggregation of returns, amongst other characteristics, may distort the results of conventional measures of performance ...
Solórzano-Taborga, Pablo +2 more
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Contextualist model evaluation: models in financial economics and index funds. [PDF]
Eur J Philos Sci, 2023 Vergara-Fernández M +2 more
europepmc +1 more source
Indonesian Interdisciplinary Journal of Sharia EconomicsThis study examines the comparative performance of Sharia and conventional equity mutual funds in Indonesia by assessing the influence of reputation, stock selection ability, and market timing on risk-adjusted returns as measured by the Sharpe Ratio ...
Kavi Sulaiman, R. Melda Maesarach
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Associations between Sex, Rumination, and Depressive Symptoms in Late Adolescence: A Four-Year Longitudinal Investigation. [PDF]
J Clin Child Adolesc Psychol, 2023 Dawson GC +4 more
europepmc +1 more source
Does Regulation Hurt Pension Funds' Performance? Evidence from Strongly Regulated Pension Fund Industries [PDF]
This paper presents an analysis of pension funds’ performance in Poland and Hungary as representative Eastern Central European countries. In the theoretical literature it is argued that investment limits and performance regulations may have a negative ...
Martin T. Bohl, Judith Lischewski and Svitlana Voronkova
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Investors' direct stock holdings and performance evaluation for mutual funds [PDF]
Investors need performance measures particularly as a means for funds selection in the process of exante portfolio optimization. Unfortunately, there are various performance measures recommended for different decision situations. Since an investor may be
Breuer, Wolfgang, Gürtler, Marc
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