Zobrazeno 1 - 10
of 1 753
pro vyhledávání: '"Single index model"'
Publikováno v:
JTAM (Jurnal Teori dan Aplikasi Matematika), Vol 8, Iss 3, Pp 691-705 (2024)
The optimum portfolio is the preferred choice among investors for determining the most favorable combination of projected return and risk. This study seeks to ascertain the ideal portfolio performance of companies in the IDX30 index on the Indonesia
Externí odkaz:
https://doaj.org/article/48728f127e11473a8996dbe8fff04402
Publikováno v:
International Journal of Business, Economics, and Social Development, Vol 5, Iss 1, Pp 72-77 (2024)
The optimal portfolio is a portfolio chosen by investors from the many options available in the collection of efficient portfolios. To get the optimal proportion, which is the maximum return and minimum risk, it is necessary to analyze the stocks to
Externí odkaz:
https://doaj.org/article/89b9f9cb2f0c4e85824456a01a5c395b
Analisis Fama-French Three Factor Model Terhadap Return Portofolio Saham Optimal Terindeks PEFINDO25
Publikováno v:
Jurnal Matematika UNAND, Vol 13, Iss 1, Pp 41-55 (2024)
Portofolio optimal adalah portofolio yang menguntungkan dari segi return dan risiko bagi para investor. Pada penelitian ini digunakan metode Single Index Model untuk membentuk portofolio optimal. Setelah portofolio optimal terbentuk, dilakukan penguk
Externí odkaz:
https://doaj.org/article/38a0bfcbe4a441c48ad43dd2060e1244
Publikováno v:
Jurnal Lebesgue, Vol 4, Iss 2, Pp 709-727 (2023)
A portfolio is a combination of assets with a desired rate of return as well as risks that can be minimized by spreading risks across different assets. The LQ45 index contains 45 companies whose shares have a market capitalization and a high level of
Externí odkaz:
https://doaj.org/article/57e02ca78bf14893bb1375ff9cebda57
Publikováno v:
Journal of Causal Inference, Vol 11, Iss 1, Pp 465-503 (2023)
When a binary treatment DD is possibly endogenous, a binary instrument δ\delta is often used to identify the “effect on compliers.” If covariates XX affect both DD and an outcome YY, XX should be controlled to identify the “XX-conditional comp
Externí odkaz:
https://doaj.org/article/e5ff0690ac614a8e82520a43075cc8dd
Autor:
Lindrawati Abdjul, Resmawan Resmawan, Agusyarif Rezka Nuha, Nurwan Nurwan, Djihad Wungguli, La Ode Nashar
Publikováno v:
Jambura Journal of Mathematics, Vol 5, Iss 1, Pp 243-253 (2023)
Sharia-based investment is an investment by the community to obtain profits in accordance with Islamic principles and law. This study aims to calculate the optimal portfolio return value using the Single Index Model, calculate risk with VaR (Value at
Externí odkaz:
https://doaj.org/article/5d04e71ae9b94e2c94583cbaea19c5d4
Autor:
Rong Jiang, Yexun Peng
Publikováno v:
Statistical Theory and Related Fields, Vol 7, Iss 1, Pp 49-60 (2023)
This paper studies the inference problem of index coefficient in single-index models under massive dataset. Analysis of massive dataset is challenging owing to formidable computational costs or memory requirements. A natural method is the averaging d
Externí odkaz:
https://doaj.org/article/463d32eb1f214cba867ecc484bd3b056
Autor:
Abderrahmane Belguerna, Hamza Daoudi, Khadidja Abdelhak, Boubaker Mechab, Zouaoui Chikr Elmezouar, Fatimah Alshahrani
Publikováno v:
Mathematics, Vol 12, Iss 3, p 495 (2024)
In unveiling the non-parametric estimation of the conditional hazard function through the local linear method, our study yields key insights into the method’s behavior. We present rigorous analyses demonstrating the mean square convergence of the e
Externí odkaz:
https://doaj.org/article/577453d39ca542bc8c01c5df42ebc20a
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