Results 31 to 40 of about 2,761,215 (191)
Annales Universitatis Mariae Curie-Skłodowska Sectio H, Oeconomia, 2023 Theoretical background: Retail investors in the financial market have nowadays access to a wide range of investment products. One of the types of such products are open-end investment funds, which by design are asset masses managed by professional ...
Filip Lisak
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Alternative measures and decomposition of mutual funds portfolio performance [PDF]
Bankarstvo, 2018 In addition to the well-established and most commonly used portfolio performance measures, both in theory and practice - the Sharpe ratio, the Treynor ratio and the Jensen's or alpha index, the financial literature also includes other alternative ...
Leković Miljan
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EPH - International Journal of Business & Management Science, 2021 This study aims to compare the return and risk on shares of Construction Services Sector Companies in the period before and during the COVID-19 pandemic in Indonesia. The research method used was a quantitative method with a descriptive approach using secondary data with 15 samples of companies selected by the non-probability sampling method with the ...
Dewi Tamara +3 more
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Journal of Management Small and Medium Enterprises (SME's)This study investigates whether the Sharpe Ratio and Treynor Ratio produce significantly different portfolio performance rankings in the Indonesian stock market.
Thersia M M Da Silva +3 more
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Evaluation of the efficiency of European Union farms: a risk-adjusted return approach
Agricultural Economics (AGRICECON), 2018 The aim of this study was to assess the efficiency of EU member-state farms using a risk-adjusted return approach and to determine the impact of subsidies on the efficiency of EU farms.
Vilija ALEKNEVICIENE +2 more
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Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach
Cogent Economics & Finance, 2023 This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the Damascus Securities Exchange (DSE).
Kinda Dooba, Sulaiman Mouselli
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PERFORMANCE ANALYSIS OF SHARIA MUTUAL FUND ON TANAMDUIT USING SHARPE RATIO, JENSEN RATIO, AND TREYNOR [PDF]
, 2020 The rapid growth of the information system turn people to more realized the important investment and it makes fintech company start to emerge, one of them is Tanamduit.
MUHAMMAD BAMBANG MATOFANI
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MARKET TIMING ABILITIES OF LARGE-CAP EQUITY MUTUAL FUND MANAGERS: EVIDENCE FROM INDIA
Copernican Journal of Finance & Accounting, 2021 This study investigates the Market Timing Ability (MTA) of large-cap equity fund managers in India. The extensions of Treynor and Mazuy (TM) model and Henriksson and Merton (HM) model have been used by adding six additional factors related to the public ...
V. Veeravel, S. Mohanasundaram
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Analisis Sensitivitas Model Black-Litterman Menggunakan Treynor Ratio pada Portofolio Saham
Journal of Mathematics UNP, 2022 Investment is an activity that can not separate from return and risk, so that forming portfolio is important to risk minimizing and profit optimizing. One of way to optimizing portfolio is using Black-Litterman model. This model is model that combine equilibrium return by CAPM eith investor’s views about return an asset. Purpose of this research are to
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Analyzing the Performance of Iran Mutual Funds [PDF]
پژوهشهای تجربی حسابداری, 2013 This paper is based on the performance of mutual fund in the Tehran’s stock exchange criteria based on modern portfolio theory consists of (Sharp ratio, Modigliani,Standard Deviation, Systematic Risk, Treynor, Jenesen alpha) and Post Modern portfolio ...
Gholamreza Soleimany Amiri, Ameneh Abed
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