The purpose of the study is to compare performance between bitcoin Cryptocurrency, S&P500 stocks and Gold which can be a consideration for investors in determining investment decisions. . This research quantitative using comparative methods. population sample used this are monthly closing prices three instruments that subject with saturated sampling period 01 January 2019 – 31 December 2022...

The present study investigated the validity of the two-factor solution of items selected from the Rumination Scale of the Response Style Questionnaire proposed by Treynor, Gonzalez, and Nolen-Hoeksema (2003). In the first part of this study we used samples of currently depressed (MDD), formerly depressed (FD), socially anxious (SP), and healthy control participants to examine whether the broodi...

El proceso de optimización portafolio busca encontrar el mejor estos a través las variables riesgo y retorno, modelo clásico Mar-kowitz ha trabajado dicha selección bajo media-varianza, cual sido constantemente criticado por trabajar datos históricos, no contemplar estado del mercado, su baja diversificación, entre otros. Buscando generar aportes este modelo, se destaca trabajo realizado Fische...

Existing literature has found no evidence of market-timing ability by mutual funds using tests based on fund returns. This paper proposes alternative market-timing tests based on observed fund holdings. The holdings-based measures are shown to be more powerful than the return-based measures, and are not subject to “artificial timing” bias. Applying the holdings-based tests, we find strong evide...

The weekend effect is described as the tendency for Monday security returns to be low (or negative) compared to other days of the week. The weekend effect may not be exploited by trading individual stocks because of transactions costs. However, the institutional characteristics of the US-based international open-end mutual funds may allow investors to exploit the weekend effect because mutual f...

The creation of the “Jones Sustainability Index” in 1999, “Asia Pacific 2009 and other indices have made it easier for investors to select companies with a best-in-class approach ‘economic’, ‘environmental’ ‘social issues’(ESG). ESG investing is now percolating response public demand investment products adoption by mainstream West. In line “United Nation Environmental Programme (UNEP)” 2014, In...

The purpose of this research is to give an insight into the Turkish real estate investment funds (T-REIFs) by comparing their risk-return performances with main benchmark tool Istanbul Stock Exchange-100 (BIST-100) Index. This study evaluated performance T-REIFs in four different periods between January 2017 and December 2020 (2017m1–2017m12, 2018m1–2018m12, 2019m1–2019m12 2020m1–2020m12) inclu...