Search Results - subject:"INVESTMENT PERFORMANCE"

A fundamental misunderstanding of risk: The bias associated with the annualized calculation of standard deviation

Burkett, Matthew W.; Scherer, William T. - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-7

Quantifiable, measurable risk is of critical importance when making data-driven decisions in finance and investment management, but what if the generally accepted practice of the investment industry for calculating risk possessed incorrect mathematical assumptions and embedded biases? This piece...

Persistent link: https://www.econbiz.de/10014001402

The investment performance of ethical equity funds in Malaysia

Bhatti, Muhammad Ishaq; Rahman, Shafiqur - In: Journal of Risk and Financial Management 13 (2020) 9, pp. 1-14

This paper investigates the investment performance of Malaysian Islamic equity funds and a matching sample of …

Persistent link: https://www.econbiz.de/10012611416

University endowment committees, modern portfolio theory and performance

Lord, Mimi - In: Journal of Risk and Financial Management 13 (2020) 9, pp. 1-22

University endowments with broad portfolio diversification have been correlated with performance, but committees' decision-making process has received relatively little attention. This study is unique in postulating that the committee's learning commitment and open-mindedness are significant...

Persistent link: https://www.econbiz.de/10012611437

Adoption of global investment performance standards: Case of ASEAN

Zelikson, Deborah; Shubita, Moade Fawzi; Wu, JunJie - In: Cogent Business & Management 7 (2020) 1, pp. 1-22

reporting standards, but not to investment performance standards. Previous research on the adoption of the Global Investment … Performance Standards has overlooked the unique region of the Association of Southeast Asian Nations. Using 17 years (1999 to 2015 …

Persistent link: https://www.econbiz.de/10012657114

Adoption of global investment performance standards : case of ASEAN

Zelikson, Deborah; Shubita, Moade Fawzi; Wu, JunJie - In: Cogent business & management 7 (2020) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012625848

The investment performance of ethical equity funds in Malaysia

Fadillah Mansor; Bhatti, Muhammad Ishaq; Rahman, Shafiqur; … - In: Journal of risk and financial management : JRFM 13 (2020) 9/219, pp. 1-14

This paper investigates the investment performance of Malaysian Islamic equity funds and a matching sample of …

Persistent link: https://www.econbiz.de/10012384341

University endowment committees, modern portfolio theory and performance

Lord, Mimi - In: Journal of risk and financial management : JRFM 13 (2020) 9/198, pp. 1-22

University endowments with broad portfolio diversification have been correlated with performance, but committees´ decision-making process has received relatively little attention. This study is unique in postulating that the committee´s learning commitment and open-mindedness are significant...

Persistent link: https://www.econbiz.de/10012384690

Investment performance of machine learning : analysis of S&P 500 index

Chen, Chia-Cheng; Chen, Chun-Hung; Liu, Ting-Yin - In: International journal of economics and financial issues … 10 (2020) 1, pp. 59-66

Persistent link: https://www.econbiz.de/10012151191

The behavioral analysis and financial performance of individual investors at Pakistan stock exchange

Mahmood, Tahir; Ayyub, Rana Muhammad; Imran, Muhammad; … - In: International journal of economics and financial issues … 10 (2020) 5, pp. 158-164

Persistent link: https://www.econbiz.de/10012305590

A fundamental misunderstanding of risk : the bias associated with the annualized calculation of standard deviation

Burkett, Matthew W.; Scherer, William T. - In: Cogent economics & finance 8 (2020) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10013179703