Results 181 to 190 of about 1,201 (194)

Sharpe Ratio and Treynor Index Performance Mesaurents Based A Genetic Algorithm Approach

2020
The investor always wants to create a portfolio that will benefit him with the highest benefit. This situation presents the portfolio problem that needs to be optimized. In the literature, quadratic programming method, which is one of the classical optimization methods, is used to solve the portfolio optimization problem.
openaire   +1 more source

Hybrid Balanced Justified Treynor ratio

Managerial Finance, 2021
Saeid Tajdini, Mohsen Mehrara
exaly  

Performance Hypothesis Testing with the Sharpe and Treynor Measures

Journal of Finance, 1981
J D Jobson
exaly   +2 more sources

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

Journal of Business Finance and Accounting, 2000
Richard C Morey
exaly  

Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis

2020
Cheng Few Lee
exaly  

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

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

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

Journal of Finance, 1986
Charles Bram Cadsby
exaly  

Performancemessung mittels Sharpe-, Jensen- und Treynor-Maß: Eine Ergänzung

Zeitschrift Für Bankrecht Und Bankwirtschaft, 2000
Marc Gurtler
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

Treynor, Lawrence Jack

2010
exaly