Results 41 to 50 of about 6,271 (197)
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance [PDF]
This paper examines investor preferences for oil spot and futures based on mean-variance (MV) and stochastic dominance (SD). The mean-variance criterion cannot distinct the preferences of spot and market whereas SD tests leads to the conclusion that spot
Lean, H.H., McAleer, M.J., Wong, W-K.
core +10 more sources
Journal of Accounting and Finance in Emerging Economies, 2023 Purpose: A mutual fund is a type of trust that combines the assets of a group of persons with similar financial objectives. The funds are subsequently put into assets like stocks, bonds, and other capital market instruments.
Muhammad Ahmad Raza +3 more
doaj +1 more source
ISLAMIC VS CONVENTIONAL FUNDS WITHIN THE FAMILY: SELECTIVITY SKILLS AND MARKET TIMING ABILITY
Journal of Islamic Monetary Economics and Finance, 2020 The aim of the study is to compare the performance of Islamic mutual fund (IMF) and conventional mutual fund (CMF) within the same family, in addition, to examine the performance of fund family in Malaysia for the period from 2007 to 2018. The study used
Anas Ahmad Bani Atta +1 more
doaj +1 more source
Two-Stage Robust Optimization Model for Uncertainty Investment Portfolio Problems
Journal of Mathematics, 2021 Investment portfolio can provide investors with a more robust financial management plan, but the uncertainty of its parameters is a key factor affecting performance.
Dongqing Luan +3 more
doaj +1 more source
Application of Clustering Analysis in Assessing the Performance of Mutual Funds [PDF]
راهبرد مدیریت مالی, 2014 Due to the advantages of mutual funds and their role in the capital markets, particularly in developing countries, financial performance evaluation of them is so important.
hassanali Sinaei +2 more
doaj +1 more source
Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio
Cogent Economics & Finance, 2017 This paper is focused on enlarging the performance inside a portfolio that provides the Treynor ratio by relating portfolio weights with performance indicators.
Maria-Teresa Bosch-Badia +2 more
doaj +1 more source
Business Strategy and the Environment, Volume 35, Issue 3, Page 3561-3606, March 2026.ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro +3 more
wiley +1 more source
APMBA (Asia Pacific Management and Business Application), 2019 The purpose of this study is to determine the stocks of the LQ-45 Index which form a portfolio based on a single index model, analyzed by Sharpe, Treynor, and Jensen methods, whether there are differences in the results of calculations and which is the ...
Qur'anitasari Qur'anitasari +2 more
doaj +1 more source
JCPP Advances, Volume 6, Issue 1, March 2026.This paper details the protocol for the My Emotions and Me Over Time (MEMO) study, a longitudinal study exploring why ADHD and/or autism traits place adolescents at greater risk for depression. This study will explore two potential mediating factors in pathways to depression: emotional regulation deficits; and emotional burden.
Edmund J. S. Sonuga‐Barke +10 more
wiley +1 more source
SHS Web of Conferences, 2018 This study analyses the investment performance and effectiveness of risk diversification between M-REITs’ and S-REITs’ by comparing their respective Sharpe Ratio, Treynor Ratio and Jensen’s Alpha including the diversification measures (unsystematic risk ...
David Ng Ching Yat +3 more
doaj +1 more source