Results 81 to 90 of about 6,271 (197)

Real estate investment trusts: A price-based risk-adjusted performance study in South Africa

Acta Commercii
Orientation: The study examined the price-based, risk-adjusted return performance of South African real estate investment trusts (REITs) relative to alternative benchmark investments.
Jonathan Tembo, Chioma Okoro
doaj   +1 more source

Risco versus retorno das ações do setor imobiliário da BM&FBOVESPA no período de 2009 a 2012 [doi: 10.5329/RECADM.2014021]

Revista Eletrônica de Ciência Administrativa, 2014
Este estudo analisou o desempenho de 16 empresas do setor imobiliário com ações na BM&FBOVESPA no período de 2009 a 2012. A importância deste setor para a economia do país e a recente entrada destas empresas no mercado de capitais exige que estudos ...
Bruna Ciganha Gaspar, David Ferreira Lopes Santos, Santiago Valcacer Rodrigues   +2 more
doaj   +1 more source

Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation [PDF]

We consider investors with mean-variance-skewness preferences who aim at selecting one out of F different funds and combining it optimally with the riskless asset and direct stock holdings.
Breuer, Wolfgang, Gürtler, Marc
core  

Do Socially Conscious ETFs Match their Active Counterparts? [PDF]

, 2019
Over the past decade, Socially Responsible Investing (SRI) has grown at a rapid pace and, by some estimates, now represents a quarter of the $48 trillion in assets under professional management in the United States.
Cultice, Ryan
core   +1 more source

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
doaj  

A Bayesian Framework for Combining Valuation Estimates

, 2007
Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation.
Yee, Kenton K.
core   +2 more sources

The Performance of Socially Responsible Investments in Indonesia: A Study of the Sri Kehati Index (SKI)

Gadjah Mada International Journal of Business, 2017
This study examines the performance of the Sri Kehati Index (SKI) against the Jakarta Composite Index (JCI) as the market index, using respective daily index prices from the 1st of January 2009 to the 31st of December 2014.
Abdul Hadi Zulkafli, Zamri Ahmad, Eky Ermal M   +2 more
doaj   +1 more source

Performance evaluation, portfolio selection, and HARA utility [PDF]

Our main goal is the generalization of the approach of Jobson and Korkie(1984) for funds performance evaluation. Therefore, we consider the portfolio selection problem of an investor who faces short sales restrictions when choosing among F different ...
Breuer, Wolfgang, Gürtler, Marc
core  

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
doaj   +1 more source

Perbandingan Kinerja Reksa Dana Saham dan Campuran dengan Metode Sharpe, Treynor, Jensen, Information, dan Sortino Ratio (2021-2023)

Jurnal Manajemen
The 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
openaire   +1 more source