نتایج جستجو برای: treynor
تعداد نتایج: 127 فیلتر نتایج به سال:
Abstract This study compares the performance of five portfolios built according to level integration environmental, social and governance values in case South Africa, over period four years from 2 January 2019 29 December 2022. The were (1) two dimensions ESG ratings (responsible irresponsible) (2) levels implication (partially significantly), there is also a portfolio for non-engaged companies...
The data envelopment analysis (DEA) is an optimization based technique that has been proposed by Charnes, Cooper and Rhodes (1978) to measure the relative efficiency of public sector activities and no profit organizations, such as for example educational institutions and health services. The DEA efficiency measure is computed by solving a fractional linear programming model that can be converte...
this study is an attempt to apply the market timing andsecurity selection models to evaluate the performance of iranianmutual funds. the research shed light on the questions of ‘howsuccessful are mutual funds in earning excess returns over those of themarket?’ ‘do the excess returns during research period have anymeaningful trend for these financial intermediaries or is it the result ofthe abil...
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...
Problem statement: Forecasting is simple; producing accurate forecasts is the essential task. Experience suggests that financial managers often assume that because models used in forecasting are appropriate that they are effective. This study addresses this assumption. Effective is taken to mean forecasts where the Absolute Percentage Error (APE) is equal to or less than 10%. It has been report...
BACKGROUND Rumination is a good predictor of major depression. The current study explores the structural and functional neural correlates of rumination. METHODS To explore structural correlates of rumination (RRS, Treynor et al., 2003) we used voxel-based morphometry. We relate these correlates of rumination to concurrence of grey matter reductions in depressed patients by means of a quantita...
AnalisissKinerjasSahamsPadasIndustrisFarmasisSebelumsdansetelahadanyasPandemisCovid-19. Secara garis besar Penelitiansinisbertujuan untuk menganalisis kinerjassaham sektor healthcare yang terdaftar di Bursa Efek Indonesia (BEI) sebelum dan setelah adanya pandemi Covid-19. Dengan sampel industri-industri farmasi tercatat periode data digunakan yaitu dari Januari 2019 hingga Desember 2020. Metode...
This research is an event study that evaluates the performance of large market capitalization shares using a model adjusted to risks due COVID-19 outbreak. The measured stocks which represented each tick size on Indonesian Stock Exchange during pandemic Sharpe Index, Treynor Ratio, and Jensen’s Alpha. sample selection used purposive sampling technique 24 were selected as samples in study. We da...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید