[PDF][PDF] The impact of COVID-19 on formation and evaluation of portfolio performance: A case of Indonesia
This paper examines how to build a portfolio and assess the impact of the COVID-19 on
portfolio performance using the Sharpe single index model. The research sample consists of …
portfolio performance using the Sharpe single index model. The research sample consists of …
Is the Markowitz Model Still Effective in Forming an Optimal Stock Portfolio? Empirical Evidence from the IDX ESG Leaders Index
The current portfolio calculation was basically developed by Markowitz (1952) who gave rise
to the Modern Portfolio Theory. However, along with the development of science, other …
to the Modern Portfolio Theory. However, along with the development of science, other …
Stock Selection Analysis on the IDX30 Stock Index Listed on the Indonesia Stock Exchange Using the Single Index Model
IR Nugroho, W Tjong - Enrichment: Journal of …, 2021 - enrichment.iocspublisher.org
This research is entitled Analysis of Share Selection on The Idx30 Stock Index Listed on The
Indonesia Stock Exchange Using Single Index Model. This study aims to determine the …
Indonesia Stock Exchange Using Single Index Model. This study aims to determine the …
[PDF][PDF] APMFT: Anamoly prediction model for financial transactions using learning methods in machine learning and deep learning
R Priyadarshini, K Anuratha… - Advances in Parallel …, 2021 - scholar.archive.org
Anamoly is an uncommon and it represents an outlier ie, a nonconforming case. According
to Oxford Dictionary of Mathematics anamoly is defined as an unusal and erroneous …
to Oxford Dictionary of Mathematics anamoly is defined as an unusal and erroneous …
Moderna Teoria de Portfólios de Markowitz e Modelo de Índice Único de Sharpe: qual modelo possui um melhor desempenho no mercado acionário brasileiro?
CP da Silva Júnior… - … A LAS CIENCIAS …, 2023 - ojs.revistacontribuciones.com
O presente estudo observou a construção de carteiras ideais com base no Modelo de Índice
Único desenvolvido por Sharpe (1963) no período de janeiro de 2010 a dezembro de 2019 …
Único desenvolvido por Sharpe (1963) no período de janeiro de 2010 a dezembro de 2019 …
A Two-Phase Optimal Portfolio Selection Using Sharpe Index Model Applied to the Athens Stock Exchange
V Nastas, P Boufounou - … on Business and …, 2021 - eproceedings.epublishing.ekt.gr
Although in literature numerous multivariate models have been applied for optimal portfolio
selection based on either market or accounting stock characteristics, whereby plenty of …
selection based on either market or accounting stock characteristics, whereby plenty of …