Sharpe vs Treynor: Strategies for evaluating stock portfolio performance on the Indonesian Stock Exchange
This study investigates whether the Sharpe Ratio and Treynor Ratio produce significantly different portfolio performance rankings in the Indonesian stock market. A quantitative research design was employed using a sample of 11 large-capitalization companies representing each IDX-IC sector listed on...
Na minha lista:
| Principais autores: | , , , |
|---|---|
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Universitas Nusa Cendana
2026-07-01
|
| Serier: | Journal of Management Small and Medium Enterprises (SME's) |
| Fag: | |
| Online adgang: | https://ejurnal.undana.ac.id/index.php/JEM/article/view/26171 |
| Tags: |
Ingen Tags, Vær først til at tagge denne postø!
|
