Psychometric Properties of the Japanese Brief State Rumination Inventory
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
ESG Ratings and Investment Returns at the Country Level: Does Higher Mean Better?
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
Menentukan portofolio optimal treynor-black model dengan evaluasi kinerja portofolio metode jensen, sharpe, treynor, sortino, information ratio, T2 dan M2: Studi kasus pada saham di Jakarta islamic index (JII) periode Juni 2010 sampai Mei 2014 [PDF]
INDONESIA: Masalah yang sering dihadapi oleh investor adalah ketidakpastian return dan risiko yang akan diperoleh dari investasinya. Untuk meminimalisir risiko dan memaksimalkan return, investor perlu membentuk sebuah portofolio.
Zahid, Mohamad
core
The efficacy of market timing and value creation
Abstract In this article, I use a total timing measure that differentiates between cash‐flow timing and discount‐rate timing to assess value creation among actively managed US equity mutual funds. My findings indicate that some funds exhibit cash‐flow timing skills.
Chunhua Lan
wiley +1 more source
Heart Talk: Emotional Inner Speech Increases Heart Rate
ABSTRACT In two preregistered experiments (exp.1: n = 44; exp.2: n = 46), we investigated whether emotional inner speech influences heart rate. Participants were asked to engage in sessions of either: self‐encouraging positive inner speech, self‐degrading negative inner speech, or inner counting while their heart rate was monitored.
Mikkel Wallentin +6 more
wiley +1 more source
Performance of Closed-Ended Mutual Funds: A Test of Market Efficiency
Background: Mutual funds, known for aggregating funds from a diverse investor base, play a crucial role in managing small funds smartly. This study evaluates the performance of selected closed-ended mutual funds and examines market efficiency in Nepal.
Dipendra Karki , Suresh Kumar Upreti
doaj +1 more source
Factors influencing SRI fund performance [PDF]
Purpose – The purpose of this paper is to examine socially responsible investment (SRI) fund performance and investigate the factors influencing fund performance.
Halil Kiymaz
doaj +1 more source
Tujuan dari penelitian ini adalah untuk mengetahui kinerja reksa dana saham tahun 2018 dengan metode Sharpe Ratio, Treynor Ratio, dan Jensen’s Alpha. Sampel yang diteliti adalah 65 reksa dana saham yang dipilih dengan teknik purposive sampling.
HANSMARCO, LEONARDO
core
ANALISIS PENGUKURAN KINERJA REKSA DANA SAHAM DENGAN METODE SHARPE, JENSEN, TREYNOR, M² DAN INFORMATION RATIO DI BURSA EFEK INDONESIA [PDF]
AbstrakPenelitian ini bertujuan untuk menganalisis kinerja Reksa Dana saham dengan menggunakan metode Sharpe, Jensen, Treynor, M² dan Information Ratio pada Bursa Efek Indonesia. Penelitian ini adalah penelitian deskriptif kuantitatif. Subjek penelitian
Nurjanah, Nita
core
Explaining and Predicting Momentum Performance Shifts Across Time and Sectors
ABSTRACT In this paper, we analyze the momentum of the NASDAQ and its major sectoral components across an extended period of key economic events, which include recessions, expansions, wars, financial crises, and the Covid‐19 health crisis. We seek to explain how momentum works as an investment strategy during different economic conditions and whether ...
Konstantinos Mamais +2 more
wiley +1 more source

