Jurnal ManajemenThe significant growth of mutual fund investors underscores the importance of meticulous fund selection based on performance. This study compares the performance of equity and balanced funds using various metrics including Sharpe, Treynor, Jensen's Alpha, Information, and Sortino ratios to determine their relative strengths.
Nathanael Sutjipto, Bonnie Mindosa
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PERFORMANCE EVALUATION AND RISK AVERSION RATE FOR SEVERAL STOCK INDICES IN INDONESIA STOCK EXCHANGE
Jurnal Manajemen dan Wirausaha, 2017 There are numerous stock indices in Indonesia Stock Exchange. Several of them are LQ-45, MBX, DBX, JII, SRI-KEHATI, PEFINDO-25, BISNIS-27, IDX-30 and KOMPAS-100.
Robiyanto Robiyanto
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Does Reit offer a Better Risk and Return Contour to the New Zealand Residential Property Investors?
Studies in Business and Economics, 2018 New Zealanders’ overwhelming favour of residential property investment has resulted in residential properties being overvalued with a house-price-to-income multiple equals to 5.9 for the country and 10 for its largest city – Auckland.
Chong Fennee
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Journal of Asia Entrepreneurship and SustainabilityThe Indian financial market presents unique challenges for individual investors, particularly in portfolio diversification and risk management. This paper presents InvestWise, the first Indian-market-specific AI advisory framework integrating GPT-4 and ...
Nisarg Patel +2 more
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H3O-LGBM: hybrid Harris hawk optimization based light gradient boosting machine model for real-time trading. [PDF]
Artif Intell Rev, 2023 Gupta V, Kumar E.
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Does sustainable competitive advantage make a difference in stock performance during the Covid-19 pandemic? [PDF]
Financ Res Lett, 2022 Yu H.
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Thalamo-cortical circuits associated with trait- and state-repetitive negative thinking in major depressive disorder. [PDF]
J Psychiatr Res, 2023 Tsuchiyagaito A +5 more
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Application of the Treynor Ratio to Companies Listed on the Mexican Stock Exchange (BMV)
This research utilizes a multi-dimensional framework—incorporating theoretical, documentary, experimental, and descriptive approaches—to evaluate the risk-adjusted performance of the 35 constituent assets of the Índice de Precios y Cotizaciones (IPC) on the Mexican Stock Exchange (BMV).
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Contextualist model evaluation: models in financial economics and index funds. [PDF]
Eur J Philos Sci, 2023 Vergara-Fernández M +2 more
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Portfolio Optimization with Artificial Hummingbird Algorithm for Cement Industry
Istanbul Business ResearchPortfolio optimization, which is performed while investing in any asset, is an important issue for all investors and finance researchers. In this study, the Artificial Hummingbird Optimization Algorithm (AHA), which has been proposed in recent years, was
Murat Erhan Çimen
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