نتایج جستجو برای: sharpe index
تعداد نتایج: 397312 فیلتر نتایج به سال:
SHARPE [12] AND LINTNER [7] have recently proposed models directed at the following questions: (a) What is the appropriate measure of the risk of a capital asset? (b) What is the equilibrium relationship between this measure of the asset's risk and its one-period expected return?^ Lintner contends that the measure of risk derived from his model is different and more general than that proposed b...
Alternative investments have proved their worth. Witness the estimated $1 trillion under management in alternative assets, or the recent decision by major pension funds such as Calpers or British Telecomto to allocate up to 5% of their portfolio to alternative assets. And yet, standard risk-adjusted performance indicators often prove unsuitable for hedge funds, which rely on highly specific tec...
UNLABELLED Admission to one of the state hospitals in West Virginia is gained through a legal proceeding which is initiated on a county level. It was hypothesized that involuntary psychiatric admission patterns from the Sharpe Hospital catchment area do not have a direct correlation with county population. METHODS Sharpe Hospital admissions data for a one year period were collected and demogr...
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...
The most important objectives in portfolio management are to have the highest average return at a certain level of risk and eliminate unsystematic through diversification. Measuring performance their portfolios has an place investment decisions for investors who want maximum risk. In order measure performance, there three basic methods; Sharpe Ratio, Treynor Ratio Jensen’s Alpha indices. this s...
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