Showing 1 - 10 results of 10 for search '"Sharpe ratio"', query time: 0.04s Refine Results
  1. 1
    The role of an option-implied distribution in improving as asset allocation model
    “… volatility and Sharpe ratio. The performance of a portfolio based on an option-implied distribution…”
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  2. 2
    Asset allocation using option-implied moments
    “…. The performance of the portfolio is evaluated by using portfolio volatility and Sharpe ratio.…”
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  3. 3
    The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
    by Musa, Khairunnisa
    Published 2006
    “… and efficient in locating the optimal solution (the maximum value of the Sharpe Ratio). COPYRIGHT ©…”
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  4. 4
    Performance of real estate investment trust (REITs) after global economy crises in Malaysia
    “… are used to test the performance of REITs, which are Sharpe ratio, Treynor ratio and Jensen’s alpha…”
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  5. 5
    Risk-adjusted performance of Malaysian Real Estate Investment Trust Funds
    by Low, Soo Wah, Anwar Johari
    Published 2014
    “… coefficients. The findings therefore imply that the Sharpe ratio and the M-squared measure which quantify risk…”
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  6. 6
    The cost of Sharia investing : comparative empirical study in Indonesian stock market / Muhammad Rifqi
    by Rifqi, Muhammad
    Published 2016
    “…, standard deviation, Sharpe ratio, Treynor ratio, Jensen Alpha, and Value-at-Risk, and evaluate…”
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  7. 7
    An investigation of shariah penny stocks’ performance and its determinants: Evidence from Bursa Malaysia
    “… return measurements; Sharpe Ratio, Treynor Ratio and Jensen’s Alpha are employed to calculate risk…”
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  8. 8
    An investigation of Sharīʿah penny stocks’ performance and its determinants: evidence from Bursa Malaysia
    “…. Then, risk adjusted return measurements; Sharpe Ratio, Treynor Ratio and Jensen’s Alpha are employed…”
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  9. 9
    The performance of unit trust fund in Malaysia / Nur Nadhirah Sabar
    by Sabar, Nur Nadhirah
    Published 2017
    “… return measure as Treynor Ratio, Jensen‟s Alpha and Sharpe Ratio as a model to measure the performance…”
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  10. 10
    Is there a diversification “cost” of shari’ah compliance? empirical evidence from Malaysian equities
    “… construction of efficient frontiers, time-varying maximum Sharpe ratios, MGARCH-DCC and analysis of covariance…”
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