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The Journal of Investing is a quarterly peer-reviewed academic journal that covers research on investment management, asset allocation, performance measurement, benchmarking, mutual funds, investing strategies such as 130/30 funds, global allocation, and practical investment ideas and portfolio strategies for the institutional buy-side such as pension funds.
The Incremental Capital-Output Ratio (ICOR) is the ratio of investment to growth which is equal to the reciprocal of the marginal product of capital. The higher the ICOR, the lower the productivity of capital or the marginal efficiency of capital. The ICOR can be thought of as a measure of the inefficiency with which capital is used. In most ...
Financial ratios quantify many aspects of a business and are an integral part of the financial statement analysis. Financial ratios are categorized according to the financial aspect of the business which the ratio measures. Profitability ratios measure the firm's use of its assets and control of its expenses to generate an acceptable rate of ...
The Journal of Finance; Journal of Financial and Quantitative Analysis; Journal of Financial Economics; Journal of Financial Stability; Journal of Financial Studies; The Journal of Fixed Income; Journal of International Financial Management and Accounting; The Journal of Investing; Journal of Investment Management; Journal of Money, Credit and ...
The investment with the largest ROI is usually prioritized, even though the spread of ROI over the time period of an investment should also be taken into account. Recently, the concept has also been applied to scientific funding agencies’ (e.g., National Science Foundation ) investments in research of open source hardware and subsequent ...
Calmar ratio; Capital adequacy ratio; Capital recovery factor; Capitalization rate; CASA ratio; Cash conversion cycle; Cash return on capital invested; Cash-flow return on investment; Cost accrual ratio; Current ratio; Cyclically adjusted price-to-earnings ratio
Quantitative analysis is the use of mathematical and statistical methods in finance and investment management. Those working in the field are quantitative analysts (quants). Quants tend to specialize in specific areas which may include derivative structuring or pricing, risk management, investment management and other related finance occupations.
The standard form of the Omega ratio is a non-convex function, but it is possible to optimize a transformed version using linear programming. [4] To begin with, Kapsos et al. show that the Omega ratio of a portfolio is: = [() +] + The optimization problem that maximizes the Omega ratio is given by: [() +], (), =, The objective function is non-convex, so several ...