Results 81 to 90 of about 2,761,215 (191)

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  

ANALISIS PENGUKURAN KINERJA REKSA DANA DENGAN METODE SHARPE DAN METODE TREYNOR (Studi Pada Reksa Dana Saham Periode Tahun 2011–2012) [PDF]

, 2013
Mutual fund shares generally have better performance than the performance comparison (market return and risk-free interest rate). A mutual fund is said to have performed exceptionally well when able to provide a higher rate of return and may reduce ...
BARUS, Gratia Atanka, MAHFUD, Mohammad Kholiq   +1 more
core   +1 more source

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

Impact of COVID-19 pandemic on Moroccan sectoral stocks indices. [PDF]

Sci Afr, 2022
Ben Hssain L, Agouram J, Lakhnati G.
europepmc   +1 more source

Testing for the best alternative with an application to performance measurement [PDF]

Suppose that we are searching for the maximum of many unknown and analytically untractable quantities or, say, the 'best alternative' among several candidates.
Frahm, Gabriel
core  

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

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

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  

Performances of Mutual Funds in Indonesia (in the Type of Equity, Asset Allocation, and Debt) Using Treynor Ratio, Sharpe Ratio, Information Ratio, Jensen Index and Sortino Ratio in 2006-2011 Period [PDF]

, 2013
This research is conducted to calculate and analyze the performance of mutual fund in Indonesia in several types that has a significant development during 2006-2011 (equity mutual fund, asset allocation fund, and debt mutual fund).
INNU AL KAUTSAR
core  

Investors' direct stock holdings and performance evaluation for mutual funds [PDF]

Investors need performance measures particularly as a means for funds selection in the process of exante portfolio optimization. Unfortunately, there are various performance measures recommended for different decision situations. Since an investor may be
Gürtler, Marc, Breuer, Wolfgang
core