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Diffusing Explosive Portfolio Performance Evaluation of High Frequency Traders
SSRN Electronic Journal
◽
10.2139/ssrn.2618071
◽
2015
◽
Author(s):
G. Charles-Cadogan
Keyword(s):
Performance Evaluation
◽
High Frequency
◽
Portfolio Performance
Download Full-text
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Cited By
References
Diffusing explosive portfolio performance evaluation of high frequency traders
The Journal of Investment Strategies
◽
10.21314/jois.2015.062
◽
2015
◽
Vol 5
(1)
◽
pp. 1-27
Author(s):
G. Charles-Cadogan
Keyword(s):
Performance Evaluation
◽
High Frequency
◽
Portfolio Performance
Download Full-text
Mutual funds portfolio performance evaluation models: Sharpe, Treynor and Jensen index
Bankarstvo
◽
10.5937/bankarstvo1704108l
◽
2017
◽
Vol 46
(4)
◽
pp. 108-133
Author(s):
Miljan Leković
Keyword(s):
Performance Evaluation
◽
Mutual Funds
◽
Portfolio Performance
◽
Evaluation Models
Download Full-text
Portfolio Performance Evaluation for LQ 45 Index in 2016-2020 Periods Using the Treynor Method
Proceedings of the 1st International Conference on Mathematics and Mathematics Education (ICMMEd 2020)
◽
10.2991/assehr.k.210508.046
◽
2021
◽
Author(s):
Wahidah Alwi
◽
B Nurhafsari.
◽
Ilham Syata
◽
Risnawati Ibnas
◽
Sri Dewi Anugrawati
Keyword(s):
Performance Evaluation
◽
Portfolio Performance
Download Full-text
Methods for Portfolio Performance Evaluation
10.1007/978-3-030-73443-5_35-2
◽
2021
◽
pp. 1-9
Author(s):
Lalith P. Samarakoon
◽
Tanweer Hasan
Keyword(s):
Performance Evaluation
◽
Portfolio Performance
Download Full-text
Portfolio Performance Evaluation
How to Select Investment Managers and Evaluate Performance
◽
10.1002/9781119196754.ch7
◽
2015
◽
pp. 137-156
Keyword(s):
Performance Evaluation
◽
Portfolio Performance
Download Full-text
Multi-period Portfolio Performance Evaluation Model Based on Possibility Theory
IEEE Transactions on Fuzzy Systems
◽
10.1109/tfuzz.2019.2952754
◽
2019
◽
pp. 1-1
Author(s):
Yongjun Liu
◽
Wei-Guo Zhang
◽
Pankaj Gupta
Keyword(s):
Performance Evaluation
◽
Evaluation Model
◽
Possibility Theory
◽
Portfolio Performance
◽
Model Based
◽
Performance Evaluation Model
Download Full-text
Performance evaluation of a novel piezoelectric-based high-frequency surge-inducing synchronized switching strategy for micro-scale energy harvesting
Mechanical Systems and Signal Processing
◽
10.1016/j.ymssp.2018.08.030
◽
2019
◽
Vol 117
◽
pp. 361-382
◽
Cited By ~ 4
Author(s):
Seong-Cheol Kwon
◽
Junjiro Onoda
◽
Hyun-Ung Oh
Keyword(s):
Performance Evaluation
◽
Energy Harvesting
◽
High Frequency
◽
Switching Strategy
◽
Micro Scale
◽
Synchronized Switching
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Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
Journal of Banking & Finance
◽
10.1016/j.jbankfin.2009.01.005
◽
2009
◽
Vol 33
(7)
◽
pp. 1242-1254
◽
Cited By ~ 120
Author(s):
Valeri Zakamouline
◽
Steen Koekebakker
Keyword(s):
Performance Evaluation
◽
Portfolio Performance
◽
Mean And Variance
◽
The Mean
◽
Sharpe Ratios
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Performance evaluation of stator winding fault detection in the inverter-fed permanent magnet machine using high frequency voltage injection
IECON 2015 - 41st Annual Conference of the IEEE Industrial Electronics Society
◽
10.1109/iecon.2015.7392694
◽
2015
◽
Author(s):
Shih-Chin Yang
Keyword(s):
Performance Evaluation
◽
Fault Detection
◽
Permanent Magnet
◽
High Frequency
◽
Stator Winding
◽
Permanent Magnet Machine
Download Full-text
Development and performance evaluation of a new thermal insulation material from rice straw using high frequency hot-pressing
Energy and Buildings
◽
10.1016/j.enbuild.2014.11.026
◽
2015
◽
Vol 87
◽
pp. 116-122
◽
Cited By ~ 68
Author(s):
Kangcheng Wei
◽
Chenglong Lv
◽
Minzhi Chen
◽
Xiaoyan Zhou
◽
Zhenyu Dai
◽
...
Keyword(s):
Performance Evaluation
◽
Rice Straw
◽
Thermal Insulation
◽
Hot Pressing
◽
High Frequency
◽
Insulation Material
◽
Thermal Insulation Material
◽
And Performance
Download Full-text
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