Results 161 to 170 of about 2,761,215 (191)

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

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.
Georges Hübner
exaly   +4 more sources

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

Robust Treynor ratio for portfolio selection

Annals of Operations Research
The portfolio selection problem is fundamental in finance, aiming to construct an optimal portfolio that balances risk and return. Accurate calculation of risk and return is critically important, as market fluctuations can distort beta values and hinder ...
Azize Zehra Çelenlİ Basaran, Özge Gundogdu, Ali Zafer Dalar   +2 more
exaly   +3 more sources

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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

Treynor Ratio guided risk-return model for TSO-DSO mutualism considering energy and price volatility

Sustainable Energy, Grids and Networks, 2022
S Q Bu, Vivek Mohan, Vivek Mohan
exaly   +2 more sources

Zur Relevanz von Sharpe Ratio und Treynor Ratio: Ein investorspezifisches Performancemaß

Zeitschrift Für Bankrecht Und Bankwirtschaft, 2003
Hendrik Scholz, Marco Wilkens
exaly   +3 more sources

A Study on Stock Market Performance by using Sharpe and Treynor Ratio

Asian Journal of Management, 2023
The study deals with stock performance of Indian companies. To measure the stock market performance, the study applied Sharpe and Treynor ratio. The sample of BSE-100 stocks for the period of 10 years are used. The results show that Aurobindo Pharma (0.760373807) and Axis Bank (117.4119294) are the top ranked companies in terms of performance.
Azeeza Begum, Janet Jyothi Dsouza, Dinesh K   +2 more
openaire   +1 more source

Hybrid Balanced Justified Treynor ratio

Managerial Finance, 2020
PurposeRisk and return are the most important components in the financial and investment world and the existence of a better balance between them with the goal of the best solution for investing in different assets has always been studied and discussed by researchers. For this purpose in this study introduced the Hybrid Balanced Justified Treynor ratio
Saeid Tajdini, Mohsen Mehrara, Reza Tehrani   +2 more
openaire   +1 more source