Results 101 to 110 of about 2,761,215 (191)
Thalamo-cortical circuits associated with trait- and state-repetitive negative thinking in major depressive disorder. [PDF]
J Psychiatr Res, 2023 Tsuchiyagaito A +5 more
europepmc +1 more source
Market timing with aggregate and idiosyncratic stock volatilities [PDF]
Guo and Savickas [2005] show that aggregate stock market volatility and average idiosyncratic stock volatility jointly forecast stock returns. In this paper, we quantify the economic significance of their results from the perspective of a portfolio ...
Hui Guo, Jason Higbee
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Public policy failures related to China ́s Wind Power Development
, 2019 An anecdote about the failure of the Soviet economic system tells about a factory which were evaluated based on tons of nails produced – unsurprisingly the nails became heavy. China is currently hailed as the worlds primer wind power producer; however, a
Grafström, Jonas
core +2 more sources
Treynor Quadrangle by USGS 1956
, 1956 Topographical map of the area around Treynor, Iowa showcasing townships, cities, roads, railroads, elevations, rivers, and landmarks.https://scholarworks.uni.edu/rodmaps/1401/thumbnail ...
Geological Survey (U.S.)
core +1 more source
Enhancing Portfolio Optimization:A Theoretical Exploration of the Multi-Factor Treynor-Black Model
This note explores theoretical enhancements to the traditional Treynor-Black model (Treynor and Black, 1973) by incorporating multiple risk factors as proposed by models like the Fama-French five-factor model (Fama and French, 2015).
Lundtofte, Frederik; id_orcid
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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
doaj +1 more source
Stochastic Dominance Analysis of iShares [PDF]
Country indices as represented by iShares exhibit non-normal return distributions with both skewness and kurtosis. Davidson and Duclos (2000) and Memmel (2003) provide procedures for determining the statistical significance of stochastic dominance ...
Dominic Gasbarro +2 more
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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
core
, 2014 Mutual funds are alternative investments for individuals who wish to earn higher than a typical savings account. Mutual funds enterprises are comprised of fund managers who are more capable of handling large amount of funds for the investors, who may ...
Ching, Stephanie Jammille S. +2 more
core
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
doaj