Results 51 to 60 of about 2,761,215 (191)
Hedge Fund Performance Using Scaled Sharpe And Treynor Measures [PDF]
, 2014 The Sharpe ratio is widely used as a performance measure for traditional (i.e., long only) investment funds, but because it is based on mean-variance theory, it only considers the first two moments of a return distribution.
Heymans, Andre +2 more
core +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
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
Thunderbird International Business Review, Volume 68, Issue 2, Page 209-237, March/April 2026.ABSTRACT This study explores the financial volatility and asset interdependence in the global tourism sector by examining spillover dynamics between tourism equities and both green and non‐green financial assets from global stock and bond markets.
Md. Nahiduzzaman +4 more
wiley +1 more source
Analisis Perbandingan Kinerja Reksa Dana Saham Syariah dan Konvensional Periode 2012-2015
Iqtishadia, 2018 Penelitian ini bertujuan untuk menganalisis kinerja reksadana saham syariah dan konvensional. Metode yang digunakan yaitu indeks Sharpe, Treynor, Jensen, appraisal ratio, M2 measure, dan T2 measure selama periode Januari 2012 sampai dengan Desember 2015.
Nurul Huda +2 more
doaj +1 more source
, 2019 <p>Ratio Shared Task 2019:</p> <p>Task 1 (same side classification)</p> <p> </p> <p>Task 2 (stance classification)</p ...
RATIO
core +1 more source
Sharia mutual funds performance in Indonesia
Business: Theory and Practice, 2019 The study aims to measure each Sharia mutual fund performance and compare with market performance in Indonesia. Sharia mutual fund investment instruments in Indonesia have positive developments over the period from 2012 to 2017.
Robiyanto Robiyanto +2 more
doaj +1 more source
A Hybrid Lifecycle Net Worth Optimization Model
FINANCIAL PLANNING REVIEW, Volume 8, Issue 4, December 2025.ABSTRACT Financial advice is fragmented and not living up to its potential. Despite 75+ years of coexistence, the lifecycle models stemming from Ramsey (1926), Fisher (1930), Modigliani and Brumberg (1954), Friedman (1957), Modigliani (1966), Samuelson (1969), Merton (1969, 1971, 1992), as well as others, and the single‐period optimization models of de
Paul D. Kaplan, Thomas M. Idzorek
wiley +1 more source
Self‐Processing Circuits Among Depressed Youth After Amygdala Neurofeedback Cued to the Self‐Face
Journal of Neuroscience Research, Volume 103, Issue 12, December 2025.RT‐fMRI neurofeedback targeting the amygdala‐hippocampus complex was followed by changes in amygdala connectivity with prefrontal, temporal, and occipital regions in depressed youth. Neurofeedback was also associated with hemisphere‐specific amygdala‐cuneus shifts that were associated with improvements in rumination and depression symptoms.
Sewon Oh +7 more
wiley +1 more source
Comparative study between the performances of two Islamic indices
Jurnal Akuntansi, Manajemen dan Ekonomi, 2018 This study aims to analyze the differences in the performance of FTSE Bursa Malaysia EMAS Shariah (FBMS) in Malaysia and Indonesia Sharia Stock Index (ISSI) in Indonesia by using Sharpe, Treynor, and Jensen ratio.
Rama Gardika +2 more
doaj