The present paper investigates the performance of open-ended, growth-oriented equity schemes for the period from April 2011 to March 2015 of transition economy. Daily closing NAV of different schemes have been used to calculate the returns from the fund schemes. BSE-sensex has been used for market portfolio. The historical performance of the selected schemes were evaluated on the basis of Sharp...

This research aims to analyze the differences in performance of Islamic stock mutual funds and conventional forming an optimal portfolio using Sharpe Treynor models. Purposive sampling was used determining data sample which then analyzed descriptive method with a comparative study during period January 2018 December 2019. Hypothesis testing different test determine difference between two SPSS A...

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...

Turizm sektörü hem ülkelerinin tanımının yapılması döviz girişi yaratması sebebiyle ülkelerin ayrıca önem verdikleri bir sektör konumundadır. İstihdam, sosyal ve çevresel etkileri, bölgesel sürdürülebilir kalkınma çalışmaları açısından da arz etmektedir. Bu taşıdıkları risk, terör olayları, politik, siyasi ekonomik durum, stratejik konumu turist gönderecek bakış açısına göre oldukça hassas etki...

Abstract This study forms an optimal portfolio using a single index model on LQ45 stocks and compares its performance before during the Covid-19 pandemic. Return, risk, Sharpe ratio, Treynor ratio are compared between period The calculation of excess return to beta results obtains three that make up (2016 2021), namely ANTM, BBCA, INCO, with sequential proportions 89.87%, 1.96%, 8.17%. differen...