نتایج جستجو برای: adjusted evaluation indicessharpe

تعداد نتایج: 925828  

Journal: :SSRN Electronic Journal 2015

Journal: :Jurnal Ilmiah Matematika dan Pendidikan Matematika 2015

Journal: :Journal of Business & Financial Affairs 2014

Journal: :International Journal of Finance & Economics 2016

Journal: :Journal of Financial Economics 1980

Journal: :Social Science Research Network 2021

The increase in trading frequency of Exchanged Traded Funds (ETFs) presents a positive externality for financial risk management when the price ETF is available at higher than component stocks. spillover consists improving accuracy pre-estimators integrated covariance stocks included ETF. proposed Beta Adjusted Covariance (BAC) equals pre-estimator plus minimal adjustment matrix such that covar...

Journal: :SSRN Electronic Journal 2020

Journal: :Journal of Forecasting 2019

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