An asset-pricing perspective on inflation reveals that it depends on current and expected monetary and fiscal policies. There are three ways to carry $1 today into the future: money, bonds, and real assets. That dollar’s purchasing power varies inversely with the price level. Expected money growth, tax rates, and government spending directly impinge on these expected rates of return of these as...

This paper was presented and written for two seminars: a national UK University Risk Conference and a Risk Management industry workshop. The target audience is therefore a cross section of Academics and industry professionals. The current ongoing global credit crunch 1 has highlighted the importance of risk measurement in Finance to companies and regulators alike. Despite risk measurement’s cen...

in this research, performance of portfolios formed by use of grid strategy based on new variables (aggressive, indifference and defensive stocks) presented by rahnamaye roodposhti (1388), and traditional ones (growth, growth-value and value stocks), calculated with sharpe and treynor performance measures and tested by an active portfolio management approach to identify the portfolios by perform...

using the treynor and mazoy model (expanded by fama to evaluate management performance for asset allocation among investment units), this paper examines the management’s performance in funds and investment companies in tehran stock exchange during 2004-2010. the results do not support the application of management market timing during the study period and managers were only able to create addit...

Tujuan dari penelitian ini untuk menganalisis tingkat efisiensi pasar modal bentuk kuat di Indonesia dengan melakukan perbandingan antara kinerja saham reksa dana saham. Jenis data pada adalah kuantitatif yaitu sekunder dalam harian tahun 2021. Metode yang digunakan Jensen Index, Sharpe Treynor Ratio, Information Ratio dan Sortino Ratio. Hasil menunjukkan bahwa tidak berada kuat. Maka implikasi...

This research aims to compare the return and risk in investment at stock portfolio of Health Sector Companies period before COVID-19 pandemic during Indonesia. conducted using quantitative method with descriptive approach secondary data samples listed Indonesia Stock Exchange ("IDX") which then formulated into a portfolio. The used is March 2019-Feb 2020 for COVID19 pandemic, - Feb 2021 pandemi...