Depressive rumination, as assessed by Nolen-Hoeksema's Response Styles Questionnaire (RSQ), predicts the onset, chronicity, and duration of depressed mood. However, some RSQ items contain depressive content and result in a heterogeneous factor structure. After the a priori elimination of items potentially confounded with depressed item content, Treynor, Gonzalez, and Nolen-Hoeksema identified t...

The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns, of the beta coefficient, and of the Sharpe and Treynor ratios. New estimation techniques from automa...

Mutual fund is one of the investment instruments widely used as an option. There are two essential things to be considered by Investment Manager a mutual manager: stock selection and market timing ability. The Covid-19 pandemic has caused many investors experience potential losses. Understanding will needed for determining which Managers perform well in managing equity fund, especially while de...

The performance of active portfolio methods critically depends on the forecasting ability of the security analyst. The Treynor-Black model provides an efficient way of implementing active investment strategy. Despite its potential benefits, the Treynor-Black model appears to have had little impact on the financial community, mainly because it has been believed that the precision threshold of al...

This research aims to test and empirically analyze industrial performance as reflected in the of stocks listed Jakarta Islamic Index using risk adjusted return ratio, Sharpe, Treynor Jensen alpha.Analysis for hypothesis testing purposive sampling method. The population this is all sharia indexes on (JII) Indonesia. period information that object weekly index from April 2019 December 2020, total...

Investors need to do proper analysis before making a decision in investing. If the investor does not right analysis, will experience significant losses. One of analyzes used is CAPM, and for next step researcher evaluates performance stock portfolio. This study aims analyze evaluation portfolios during covid 19 pandemic. The research objects were companies registered IDX 30 period January 2020 ...

Penelitian ini bertujuan untuk menganalisa perbandingan kinerja Bitcoin, indeks saham LQ45, dan emas spot sebagai instrumen investasi menggunakan variabel pengukuran return, risk, Sharpe, Treynor, Jensen. Jenis penelitian merupakan kuantitatif. Populasi yang digunakan harga penutupan bulanan dari spot. Teknik pemilihan sampel adalah purposive sampling berjumlah 72 data masing-masing selama peri...