Results 111 to 120 of about 1,201 (194)
An Analytical Confidence Interval for the Treynor Index: Formula, Conditions and Properties
The Treynor index, a well-known, widely-used measure of portfolio performance, is the ratio of the mean excess rate of return of the portfolio to the portfolio's beta.
Matthew R. Morey, Richard C. Morey
core +1 more source
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
The Problems of Correlation in the Financial Risk Management – the Contribution of Microfinance
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
core
Quantitative forecast model for the application of the Black-Litterman approach [PDF]
The estimation of expected security returns is one of the major tasks for the practical implementation of the Markowitz portfolio optimization. Against this background, in 1992 Black and Litterman developed an approach based on (theoretically established)
Becker, Franziska, Gürtler, Marc
core
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
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 ...
EDGARDO CAYÓN FALLÓN +2 more
core
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
REGE Revista de Gestão, 2005 A adoção de padrões de governança corporativa superiores aumenta o retorno, reduz a volatilidade dos retornos, aumenta o volume negociado e a liquidez, e diminui a exposição dos retornos das ações a riscos externos, o que conseqüentemente torna o custo ...
Pablo Rogers +2 more
doaj
Investments that incorporate Environmental, Social, and Governance (ESG) principles are increasingly recognized as a strategic approach to support the transition toward a green economy.
Febrianti, Werry, Yaqin, Ainol
core +1 more source