Results 111 to 120 of about 2,761,215 (191)
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
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
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
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
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
Ranking Portfolio Performance: An Application of a Joint Means and Variances Equality Test [PDF]
We propose a new procedure to rank portfolio performance. Given a set of N portfolios, we use statistical tests of dominance which produce direct mean-variance comparisons between any two portfolios in the set. These tests yield an NxN matrix of pairwise
Ramón Rabinovitch, Joel Owen
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, 1952 Gift of Richard N. Hurley. Blair Treynor is a pseudonym for Selina Abraham Treynorhttps://digitalcommons.risd.edu/picturecollection_pulpfictioncovers/1166/thumbnail ...
Library, Fleet +2 more
core +1 more source
The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak. [PDF]
Swiss J Econ Stat, 2020 Mirza N +3 more
europepmc +1 more source
An appraisal of fund of funds efficiency based on risk-adjusted performance measures: Application of an augmented WASPAS methodology. [PDF]
PLoS OneShabani M +4 more
europepmc +1 more source