Covid-19 pandemi sürecinin BIST-30 hisse senetlerinin piyasa performansı üzerindeki etkileri Karışıklık Matrisi yöntemi ile analiz edilerek döneminin kazananları ve kaybedenleri belirlenmiş, pandeminin sektörel etkileri, aritmetik getiriler, CAPM, Sharpe, Treynor, Sortino Oranları dönemsel sapmalar üzerinden edilmiştir. Türkiye’de ilk vakanın görüldüğü tarih olan 11 Mart 2020 tarihinden sonraki...

This research aims to evaluate whether dynamic portfolios consisting of bitcoin and LQ45 stocks outperform composed solely stocks, especially during the Covid-19 pandemic. Accordingly, we use time-series data eight from January 1, 2020, December 31, 2020. We then run DCC-GARCH method analyze better correlation between assets abnormalities stock return distributions. The findings demonstrate tha...

Within the context of renewed global emphasis on pharmaceutical sector as a result new crown epidemic, this article investigates how to develop portfolio within industry. This focus comes direct outbreak. The primary source data is investing, and time period covered from December 31, 2016, July 2022. study organized around four main components: research different market sectors, stock selection...

This study attempts to evaluate Malaysia’s stock performance before and during COVID-19 across all sectors by using the Sharpe ratio Sortino with risk measured standard deviation. We develop an algorithm for selection construct portfolio investment. In our study, we apply ratio, Treynor Jensen’s alpha identify optimal portfolio. The result shows that based on Top 20 from stocks is superior 3 ea...

This study evaluates the performance of fixed-income mutual funds in Indonesia 2015-2017 using 123 research samples. Mutual fund evaluation is done through three measurement models: Sharpe, Treynor, and Jensen's Alpha. compared to market (Indonesia Composite Bond Index/ICBI) assess whether better (outperforming), same as market, or worse (underperforming). The test results show that models cons...

This paper provides a deep analysis of ten globally diversified portfolios, composed different financial instruments: bonds, shares, ETF’s, commodities, indexes, currencies, constructed applying various optimization techniques. Statistical moments, such as mean, standard deviation, kurtosis and skewness portfolios are compared discussed. Moreover, performance the within time horizon one year es...