Search Results - subject:"Treynor Ratio"

The Treynor ratio as a risk-adjusted return of Croation listed firms

Kramarić, Tomislava Pavić; Miletic, Marko; Pepur, Petar - In: International journal of economic sciences : IJES 12 (2023) 2, pp. 92-106

Persistent link: https://www.econbiz.de/10014519801

EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS

Janková, Zuzana; Doskočil, Radek - 2021

Tracking error, Jensen alpha, Treynor ratio, Appraisal ratio, Information ratio are used to evaluate ETFs performance. The … methods. The Treynor ratio has also been shown to be skewed, as ETFs with identical systemic risk but different overall risk …

Persistent link: https://www.econbiz.de/10012426804

Word portfolio optimization in the environment of zero interest rate

Demcenko, Darja - In: Mokslo darbai / Vilniaus Universitetas 100 (2021) 1, pp. 156-174

, performance of the portfolios within the time horizon of one year estimating Sharpe ratio, Treynor ratio, Sortino ratio is …

Persistent link: https://www.econbiz.de/10012887928

Risk-return performances of real estate investment funds in Turkey including the Covid-19 period

Çamlibel, Mehmet Emre; Sümer, Levent; Hepşen, Ali - In: International journal of strategic property management 25 (2021) 4, pp. 267-277

Persistent link: https://www.econbiz.de/10013415344

EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS

Janková, Zuzana; Doskočil, Radek - 2021

Persistent link: https://www.econbiz.de/10015335820

Performance Evaluation of Global High-rated ETFs During the Taper Tantrum

Marios, Arampatzis; Kalliopi, Daskalou; Evangelia, … - In: Journal of Central Banking Theory and Practice 9 (2020) 1, pp. 23-44

This study examines the performance of fifty global exchanged-traded funds (ETFs) traded on US stock exchanges. Specifically, it refers to the period following the end of quantitative easing, which took place in 2014. Therefore, the data, on which the study is based, refer to the period from...

Persistent link: https://www.econbiz.de/10012217928

Performance evaluation of global high-rated ETFs during the taper tantrum

Marios, Arampatzis; Kalliopi, Daskalou; Evangelia, … - In: Journal of central banking theory and practice 9 (2020) 1, pp. 23-44

This study examines the performance of fifty global exchanged-traded funds (ETFs) traded on US stock exchanges. Specififcally, it refers to the period following the end of quantitative easing, which took place in 2014. Therefore, the data, on which the study is based, refer to the period from...

Persistent link: https://www.econbiz.de/10012167185

Sharia mutual funds performance in Indonesia

Robiyanto, Robiyanto; Santoso, Michael Alexander; … - In: Verslas: Teorija ir praktika / Business: Theory and Practice 20 (2019), pp. 11-18

Alpha. Different results were found when Sharia mutual fund performance was measured using Treynor Ratio Information Ratio …

Persistent link: https://www.econbiz.de/10012703523

Sharia mutual funds performance in Indonesia

Robiyanto, Robiyanto; Santoso, Michael Alexander; … - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 20 (2019), pp. 11-18

Alpha. Different results were found when Sharia mutual fund performance was measured using Treynor Ratio Information Ratio …

Persistent link: https://www.econbiz.de/10012019525

Analysing assets' performance inside a portfolio: From crossed beta to the net risk premium ratio

Bosch-Badia, Maria-Teresa; Montllor-Serrats, Joan; … - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-23

This paper is focused on enlarging the performance inside a portfolio that provides the Treynor ratio by relating …

Persistent link: https://www.econbiz.de/10011988723