Results 141 to 150 of about 326 (153)

Treynor Ratio

2015
openaire   +1 more source

Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis

2020
Cheng Few Lee
exaly  

Performance Hypothesis Testing with the Sharpe and Treynor Measures: A Comment

Journal of Finance, 1986
Charles Bram Cadsby
exaly   +2 more sources

Evaluating financial services in India: A risk-adjusted performance analysis using the Treynor ratio

International Journal of Research in Management
Undabatla Rambabu, PSS Kalyan Darapaneni, Jannu Vinay, Prathipati Naga Durga Mahalakshmi, Ramineni Vijaya Lakshmi   +4 more
openaire   +1 more source

Investor-specific performance measurement: a justification of sharpe ratio and treynor ratio

2018
Scholz, Hendrik, Wilkens, Marco
openaire   +1 more source

The application of improved VaR-Treynor and VaR-Jensen’s α in financial mathematical modeling: taking photovoltaic building integration plate as an example

2022
exaly  

A Quantitative Analysis of Selected Mutual Funds Using Treynor Ratio, Tracking Error, and Information Ratio

International Journal of Research Publication and Reviews
openaire   +1 more source

An Analytical Confidence Interval for the Treynor Index: Formula, Conditions and Properties

Journal of Business Finance and Accounting, 2000
exaly  

“In Memoriam: Jack Treynor”: A Comment

Financial Analysts Journal, 2017
exaly  

Treynor, Lawrence Jack

2010
exaly