Works matching DE "PORTFOLIO performance"

Results: 1216

The Performance of UK Investment Trusts.

Published in:

Service Industries Journal, 1996, v. 16, n. 1, p. 67, doi. 10.1080/02642069600000007

By:

Bal, Yasemin;
Leger, Lawrence A.

Publication type:

Article

Editor's Letter.

Published in:

Journal of Beta Investment Strategies, 2025, v. 16, n. 1, p. 1, doi. 10.3905/jbis.2025.16.1.001

By:

Bruce, Brian R.

Publication type:

Article

Portfolio Performance in Relation to Herding Behavior in the Taiwan Stock Market.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, p. 82, doi. 10.2753/REE1540-496X48S205

By:

Chang, Chiao-Yi;
Chen, Hsiang-Lan;
Jiang, Zong-Ru

Publication type:

Article

Set-Portfolio Selection with the Use of Market Stochastic Bounds.

Published in:

Emerging Markets Finance & Trade, 2011, v. 47, p. 5, doi. 10.2753/REE1540-496X4706S501

By:

Lozza, Sergio Ortobelli;
Angelelli, Enrico;
Toninelli, Daniele

Publication type:

Article

Efficiency and Dynamics of Islamic Investment: Evidence of Geopolitical Effects on Dow Jones Islamic Market Indexes.

Published in:

Emerging Markets Finance & Trade, 2011, v. 47, n. 6, p. 24, doi. 10.2753/REE1540-496X470602

By:

Guyot, Alexis

Publication type:

Article

The Performance of Overconfident Fund Managers.

Published in:

Emerging Markets Finance & Trade, 2011, v. 47, n. 2, p. 21, doi. 10.2753/REE1540-496X470202

By:

Edward H. Chow;
Hsiao-Mei Lin;
Yo-Min Lin;
Yin-Che Weng

Publication type:

Article

Optimal Portfolio Using Single Index Model and Alpha Jensen for Best Investment Alternative (Study on IDX30, BISNIS27, and INVESTOR33 Stocks on the Indonesia Stock Exchange 2017-2019 Period).

Published in:

Indonesian Journal of Social & Humanity Study / Wacana: Jurnal Sosial dan Humaniora, 2022, v. 25, n. 3, p. 105

By:

Rahma, Arinda Sasmita;
Saifi, Muhammad;
Nuzula, Nila Firdausi

Publication type:

Article

Portfolio optimization based on self-organizing maps clustering and genetics algorithm.

Published in:

International Journal of Advances in Intelligent Informatics, 2022, v. 8, n. 1, p. 33, doi. 10.26555/ijain.v8i1.587

By:

Farid, Fajri;
Rosadi, Dedi

Publication type:

Article

Learn More About the Equal Sector Strategy of Select Sector SPDRs.

Published in:

Journal of Wealth Management, 2013, v. 15, n. 4, p. 41, doi. 10.3905/jwm.2013.15.4.041

By:

CONCONI, ALEXANDER;
DEMIDOW, MONICA;
KLEIN, PETER;
NIU, JIJUN

Publication type:

Article

Portfolio Size Revisited.

Published in:

Journal of Wealth Management, 2013, v. 15, n. 4, p. 49, doi. 10.3905/jwm.2013.15.4.049

By:

CHONG, JAMES;
PHILLIPS, G. MICHAEL

Publication type:

Article

Gold: Inflation Hedge and Long-Term Strategic Asset.

Published in:

Journal of Wealth Management, 2010, v. 13, n. 2, p. 69, doi. 10.3905/jwm.2010.13.2.069

By:

DEMPSTER, NATALIE;
ARTIGAS, JUAN CARLOS

Publication type:

Article

Performance Measurement of Hedge Funds Portfolios in a Downside Risk Framework.

Published in:

Journal of Wealth Management, 2009, v. 12, n. 2, p. 101, doi. 10.3905/JWM.2009.12.2.101

By:

MAMOGHLI, CHOKRI;
DABOUSSI, SAMI

Publication type:

Article

Tax-Aware Investment Management Practice.

Published in:

Journal of Wealth Management, 2009, v. 12, n. 2, p. 71, doi. 10.3905/JWM.2009.12.2.071

By:

HORAN, STEPHEN M.;
ADLER, DAVID

Publication type:

Article

After-Tax Performance Measurement.

Published in:

Journal of Wealth Management, 2008, v. 11, n. 1, p. 69, doi. 10.3905/jwm.2008.706274

By:

Horan, Stephen M.;
Lawton, Philip N.;
Johnson, Robert R.

Publication type:

Article

Testing the Hypothesis "Hedge Fund Performance Is Good"

Published in:

Journal of Wealth Management, 2005, v. 7, n. 4, p. 78, doi. 10.3905/jwm.2005.470618

By:

Surz, Ronald J.

Publication type:

Article

On shrinkage covariance estimators: how inefficient is 1/N strategy of covariance estimation for portfolio selection in foreign exchange market?

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2431542

By:

Husnain, Muhammad;
Ali, Shamrez;
Munir, Qaiser;
Jreisat, Ammar

Publication type:

Article

Risk spillovers among crude oil, gold, and China equity sub-sectors.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2431536

By:

Zou, Zong-feng;
Zhang, Chao;
Sun, Xi-yun

Publication type:

Article

Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2286755

By:

Dooba, Kinda;
Mouselli, Sulaiman

Publication type:

Article

Modelling the downside risk potential of mutual fund returns.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2021.2015084

By:

Kumaran, Sunitha

Publication type:

Article

Spectral analysis and the death of value investing.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1988380

By:

Bezuidenhout, John-Morgan;
van Vuuren, Gary

Publication type:

Article

The expected sharpe ratio of efficient portfolios under estimation errors.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1943910

By:

Benjlijel, Bacem;
Mansali, Hatem

Publication type:

Article

Exploring the drivers of tracking error constrained portfolio performance.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1684181

By:

Gunning, Wade;
van Vuuren, Gary;
McMillan, David

Publication type:

Article

Risk and returns of different foreign ownership portfolios: Evidence from Vietnam stock market.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1589412

By:

Nguyen, Anh Phong;
Nguyen, Hoang Anh;
Ho, Thi Hong Minh;
Ngo, Phu Thanh;
McMillan, David

Publication type:

Article

Sustainable and responsible investment dynamic cross-asset portfolio.

Published in:

Cogent Business & Management, 2023, v. 10, n. 1, p. 1, doi. 10.1080/23311975.2023.2174478

By:

Robiyanto, Robiyanto;
Huruta, Andrian Dolfriandra;
Frensidy, Budi;
Yuliana, Ashalia Fitri

Publication type:

Article

Credit allocation, risk management and loan portfolio performance of MFIs—A case of Ugandan firms.

Published in:

Cogent Business & Management, 2017, v. 4, n. 1, p. 1, doi. 10.1080/23311975.2017.1374921

By:

Ssekiziyivu, Bob;
Mwesigwa, Rogers;
Joseph, Mayengo;
Nkote Nabeta, Isaac;
Oyemomi, Oluwafemi

Publication type:

Article

Risk-Related Activism: The Business Case for Monitoring Nonfinancial Risk.

Published in:

Journal of Corporation Law, 2016, v. 41, n. 3, p. 647

By:

Harper Ho, Virginia

Publication type:

Article

Does portfolio optimization favor sector or broad market investments?

Published in:

Journal of Public Affairs (14723891), 2022, v. 22, p. 1, doi. 10.1002/pa.2752

By:

Senthilkumar, Arunachalam;
Namboothiri, Athira;
Rajeev, Sreelakshmi

Publication type:

Article

Parallel algorithm portfolios with performance forecasting.

Published in:

Optimization Methods & Software, 2019, v. 34, n. 6, p. 1231, doi. 10.1080/10556788.2018.1484123

By:

Souravlias, D.;
Kotsireas, I. S.;
Pardalos, P. M.;
Parsopoulos, K. E.

Publication type:

Article

Portfolio selection in euro area with CAPM and Lower Partial Moments models.

Published in:

Portuguese Economic Journal, 2020, v. 19, n. 1, p. 49, doi. 10.1007/s10258-019-00153-4

By:

da Fonseca, José Soares

Publication type:

Article

Dynamic spatiotemporal correlation coefficient based on adaptive weight.

Published in:

Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-022-00437-3

By:

Mo, Guoli;
Tan, Chunzhi;
Zhang, Weiguo;
Yu, Xuezeng

Publication type:

Article

Portföy Optimizasyonuna Yönelik Ampirik Bir Karşılaştırma: Oyun Teorisi ve Modern Portföy Teorisi.

Published in:

Balkan Journal of Social Sciences / Balkan Sosyal Bilimler Dergisi, 2022, v. 11, n. 21, p. 15

By:

Acar, Volkan;
Ünal, Seyfettin

Publication type:

Article

TECHNICAL INDICATOR PREDICTABILITY.

Published in:

Journal of Business & Behavioral Sciences, 2022, v. 34, n. 2, p. 41

By:

Lutey, Matthew;
Nelson, William;
Rayome, David

Publication type:

Article

A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory.

Published in:

Journal of Industrial & Management Optimization, 2022, v. 18, n. 6, p. 3831, doi. 10.3934/jimo.2021137

By:

Wang, Xuhui;
Hu, Lei

Publication type:

Article

Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk.

Published in:

Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2581, doi. 10.3934/jimo.2019071

By:

Xue, Meng;
Shi, Yun;
Sun, Hailin

Publication type:

Article

How's the performance of the optimized portfolios by safety-first rules: Theory with empirical comparisons.

Published in:

Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2703, doi. 10.3934/jimo.2019076

By:

Ding, Yuanyao;
Lu, Zudi

Publication type:

Article

On the Use of a Covariance Function in a Portfolio Model.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 2, p. 223, doi. 10.2307/2330920

By:

Dalal, Ardeshir J.

Publication type:

Article

Lower Bounds on Portfolio Performance: An Extension of the Immunization Strategy.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 1, p. 101, doi. 10.2307/2330931

By:

Marshall, William J.;
Yawitz, Jess B.

Publication type:

Article

OPTIMAL PORTFOLIO INSURANCE.

Published in:

Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 3, p. 279, doi. 10.2307/2330239

By:

Brennan, M. J.;
Solanki, R.

Publication type:

Article

STOCHASTIC DOMINANCE AND THE PERFORMANCE OF U.K. UNIT TRUSTS.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 2, p. 323, doi. 10.2307/2330348

By:

Saunders, Anthony;
Ward, Charles;
Woodward, Richard

Publication type:

Article

A NEW ROLE FOR OPTIONS.

Published in:

Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 4, p. 895, doi. 10.2307/2330461

By:

Murray, Roger F.

Publication type:

Article

AN EFFECTIVE ALGORITHM FOR ESTIMATING STOCHASTIC DOMINANCE EFFICIENT SETS.

Published in:

Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 3, p. 547, doi. 10.2307/2330187

By:

Kearns, Richard B.;
Burgess, Richard C.

Publication type:

Article

INFLATION AND OPTIMAL PORTFOLIO CHOICES.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 5, p. 903, doi. 10.2307/2330634

By:

Solnik, Bruno H.

Publication type:

Article

A NOTE ON THE LEVERAGE EFFECT ON PORTFOLIO PERFORMANCE MEASURES.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 3, p. 567, doi. 10.2307/2330161

By:

Ang, James S.

Publication type:

Article

BIVARIATE SPECTRAL ANALYSIS OF THE CAPITAL ASSET PRICING MODEL.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 3, p. 435, doi. 10.2307/2330151

By:

Goldberg, Michael A.;
Vora, Ashok

Publication type:

Article

AN ASSESSMENT OF THE PERFORMANCE OF MUTUAL FUND MANAGEMENT: 1969-1975.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 3, p. 385, doi. 10.2307/2330148

By:

Tye Kim

Publication type:

Article

SOME FURTHER EVIDENCE ON THE PERFORMANCE OF PROPERTY-LIABILITY INSURANCE COMPANIES' STOCK PORTFOLIOS.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 157, doi. 10.2307/2330530

By:

Shick, Richard A.;
Trieschmann, James S.

Publication type:

Article

EVIDENCE ON THE PRESENCE AND CAUSES OF SERIAL CORRELATION IN MARKET MODEL RESIDUALS.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 2, p. 291, doi. 10.2307/2330436

By:

Schwartz, Robert A.;
Whitcomb, David K.

Publication type:

Article

INVESTOR PREFERENCES FOR FUTURES STRADDLES.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 105, doi. 10.2307/2330290

By:

Peterson, Richard L.

Publication type:

Article

ON THE RELATIVE EFFECTIVENESS OF STOCHASTIC DOMINANCE RULES: EXTENSION TO DECREASINGLY RISK-AVERSE UTILITY FUNCTIONS.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 1, p. 73, doi. 10.2307/2330288

By:

Vickson, R. G.;
Altmann, M.

Publication type:

Article

THE EFFECTS OF SAMPLING FLUCTUATIONS ON THE REQUIRED INPUTS OF SECURITY ANALYSIS.

Published in:

Journal of Financial & Quantitative Analysis, 1976, v. 11, n. 5, p. 847, doi. 10.2307/2330584

By:

Burgess, Richard C.;
Johnson, Keith H.

Publication type:

Article