La evaluación del desempeño de carteras es una parte muy importante en el análisis gestión las inversiones y, generalmente, se realiza evaluando los rendimientos ajustados al riesgo. El presente trabajo analiza comportamiento fondos comunes inversión (FCI) renta variable Argentina que tienen como benchmark financiero índice ROFEX 20 durante años 2019 y 2020, empleando indicadores referencia Alp...

The aim of this paper is to combine several techniques together to provide one systematic method for guiding the investment in mutual funds. Many researches focus on the prediction of a single asset time series, or focus on portfolio management to diversify the investment risk, but they do not generate explicit trading rules. Only a few researches combine these two concepts together, but they a...

In this study, we carried out a performance analysis of green bond portfolios available from public databases for the period between 2017 and 2020. The aim our research was to obtain empirical proof existence premium, which confirmed by risk-adjusted indicators, i.e. Sharpe ratio, M2 ratio Sortino ratio. premium is return differential that can be measured conventional financial instruments. Acc...

investing on growth stocks and value stocks has represented one of the research topics on strategies creating excess return. in this paper, which focuses on companies listed in tehran stock exchange, companies are categorized into growth and value based on certain measures and then their performances are studied. in addition to individual ratios used in a large volume of researches, combined me...

This paper provides a deep analysis of ten globally diversified portfolios, composed different financial instruments: bonds, shares, ETF’s, commodities, indexes, currencies, constructed applying various optimization techniques. Statistical moments, such as mean, standard deviation, kurtosis and skewness portfolios are compared discussed. Moreover, performance the within time horizon one year es...

Aggregates of beta-amyloid peptide (betaAP), the main constituent of amyloid plaques in Alzheimer's brain, kill neurons by a not yet defined mechanism, leading to apoptotic death. Here, we report that both full-length betaAP((1-40)) or ((1-42)) and its active fragment betaAP((25-35)) act as proliferative signals for differentiated cortical neurons, driving them into the cell cycle. The cycle fo...

Evolutionary learning is one of the most popular techniques for designing quantitative investment (QI) products. Trend following (TF) strategies, owing to their briefness and efficiency, are widely accepted by investors. Surprisingly, to the best of our knowledge, no related research has investigated TF investment strategies within an evolutionary learning model. This paper proposes a hybrid lo...

The classical mean-variance investment model is simple, elegant, and popular. As such, it is also subject to criticisms. One unsatisfactory feature of the model is that variance treats the upside and downside equally as risks. In this regard, the downside Lower Partial Moments (LPM) are more attractive as alternative risk measures, since they only penalize the downside. In the meanwhile, consid...