Results 51 to 60 of about 1,201 (194)
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
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
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
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
Hedge Fund Performance with the Treynor-Black Model
, 2021 This paper seeks to analyze the information ratio differences between long/short hedge funds over the past two decades using the Treynor-Black model.
Pannu, Gurkamal S.
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Psychometric Properties of the Japanese Brief State Rumination Inventory
Applied Cognitive Psychology, Volume 39, Issue 6, November/December 2025.ABSTRACT Rumination is a repetitive thought pattern associated with depression and anxiety and has adverse effects. The Brief State Rumination Inventory (BSRI) is a self‐report measure of currently occurring state rumination, which better captures it.
Hitomi Oi +2 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
ESG Ratings and Investment Returns at the Country Level: Does Higher Mean Better?
International Journal of Finance &Economics, Volume 30, Issue 4, Page 3761-3784, October 2025.ABSTRACT We examine whether U.S. dollar‐based investors can do better investing in highly rated ESG countries than in medium and lower rated ESG countries using both cross sectional and panel data estimations. In general, we find evidence that investment in ESGLow scoring countries leads to better returns than investing in ESGHigh scoring countries ...
Dimitrios Asteriou +3 more
wiley +1 more source
ANALISIS KINERJA FORTOPOLIO SAHAM DENGAN METODE SHARPE, TREYNOR DAN JENSEN [PDF]
, 2022 Investasi dapat diartikan sebagai kegiatan mananamkan modal baik langsung maupun tidak langsung, dengan harapan pada waktunya nanti pemilik modal mendapatkan sejumlah keuntungan dari hasil penanaman modal tersebut.
REBIMAN GULTOM, -
core