Results 161 to 170 of about 1,201 (194)

State rumination links major life stressors to acute stressor cortisol response in healthy adults. [PDF]

Psychoneuroendocrinology
Rodriguez-Stanley J, Knauft K, Zilioli S.   +2 more
europepmc   +1 more source

Cognitive Vulnerability to Mood Deterioration in an Exercise Cessation Paradigm. [PDF]

J Clin Sport Psychol
Evans M, Rohan KJ, Meyerhoff JJ, Norton RJ, Sibold JS.   +4 more
europepmc   +1 more source

Effects of eye movement desensitisation and reprocessing on depressive symptoms, stress and rumination in adolescents with depression: a randomised controlled trial. [PDF]

Eur J Psychotraumatol
Zheng S, Shen Y, Geng F, Ye M, Song S, Wang R, Zhang S, Ou Y, Zhou X.   +8 more
europepmc   +1 more source

The association of Big-Five personality with co-rumination and its trade-off effect in Chinese adolescents: a cross-sectional study. [PDF]

Front Psychol
Luo Z, Luo P.
europepmc   +1 more source

Modulation of functional network co-activation pattern dynamics following ketamine treatment in major depression. [PDF]

Imaging Neurosci (Camb)
Taraku B, Nomi JS, Zavaliangos-Petropulu A, Al-Sharif N, Pfeiffer P, Norris V, Joshi S, Espinoza R, Uddin LQ, Narr KL.   +9 more
europepmc   +1 more source

Early maladaptive schemas, distress tolerance and self-injury in Iranian adolescents: serial mediation model of transdiagnostic factors. [PDF]

BJPsych Open
Babaeifard M, Akbari M, Mohammadkhani S, Hasani J, Shahbazian R, Selby EA.   +5 more
europepmc   +1 more source

Beta, the Treynor ratio, and long-run investment horizons

Applied Financial Economics, 2003
Beta and Treynor ratios are computed for portfolios of small stocks, large stocks, and bonds for holding periods of 1 to 30 years. For both the stock and bond portfolios, beta, and the Treynor ratio change substantially with the holding period. Furthermore, the relative Treynor rankings of the portfolios change.
James A Yoder
exaly   +3 more sources

The Generalized Treynor Ratio

Review of Finance, 2005
Abstract This paper extends the Treynor performance ratio for a single index to the case of multiple indexes. The new measure, called the Generalized Treynor Ratio, preserves the same key geometric and analytical properties of the original Treynor Ratio.
Hübner, Georges, Hübner, G.M.B.J., Georges Hübner   +2 more
openaire   +3 more sources

Some of the next articles are maybe not open access.

Related searches:

A strong case to calculate the Treynor ratio using log-returns

Journal of Asset Management, 2017
Both of the building blocks of the Treynor ratio (TR), the expected return and the portfolio beta, depend on the investment horizon. This raises a natural question: how to compare two portfolios using TR over different horizons? Previous studies show that there may be a ranking reversal. That is, one portfolio may look attractive at a short horizon but
Pratish Patel
exaly   +2 more sources

Informationless Trading and Biases in Performance Measurement: Inefficiency of the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio and DEA-Based Performance Measures and Related Measures

2018
The Sharpe Ratio, Conditional Sharpe Ratio, Conditional Treynor Ratio, Treynor Ratio, Jensen’s Alpha, Appraisal Ratio, Sortino and Van der Meer Ratio (1991), Sortino, Van der Meer and Plantinga (1999) Ratio, Information Ratio, DEA-based Methods and the Henriksson-Merton market timing measure are all based on the Mean–Variance (“M-V”) Framework and are ...
Michael I C Nwogugu, Nwogugu Michael I C
exaly   +2 more sources