Article Per Year (5 Year)
p-Index From 2020 - 2025
0.408
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This Author published in this journals
All Journal Journal of Artificial Intelligence and Digital Business
Agung, Mohamad Ramadhan
Unknown Affiliation
Computer Science & IT Economics, Econometrics & Finance Electrical & Electronics Engineering Engineering

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Financial Performance of Investment Companies Using the Treynor-Black Method: An Analysis of Risk-Adjusted Returns and Portfolio Optimization Manap, Abdul; Yusnindar, Yusnindar; Buana, Lilik Swartana Angga; Pane, Saut; Agung, Mohamad Ramadhan
RIGGS: Journal of Artificial Intelligence and Digital Business Vol. 4 No. 2 (2025): Mei - Juli
Publisher : Prodi Bisnis Digital Universitas Pahlawan Tuanku Tambusai

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31004/riggs.v4i2.457

Abstract

This study evaluates the financial performance of investment firms using the Treynor-Black Method, which optimizes portfolios by combining high-alpha assets with the market portfolio to enhance risk-adjusted returns. The study applies the method to a sample of investment firms to examine its effectiveness in improving key performance metrics, including the Sharpe Ratio, Treynor Ratio, and Jensen's Alpha. The findings indicate that the Treynor-Black Method substantially improves portfolio performance, with optimized portfolios exhibiting higher Sharpe and Treynor Ratios and positive Jensen's Alpha. These results suggest systematic risk management and effective value addition through active management. However, the study acknowledges limitations such as reliance on historical data, potential data quality issues, and challenges in estimating alpha and beta. These constraints highlight the need for careful interpretation and suggest future research directions, including the use of real-time data and alternative optimization approaches. The study provides practical insights for investment managers, offering an enhanced framework for portfolio construction and performance evaluation. It contributes to the field by validating and extending the Treynor-Black Method, enhancing strategies for aligning portfolios with risk-return objectives.
The Effect of Shopping Lifestyle, Influencers, and Price Discounts on Impulse Buying on Tiktok Shop Manap, Abdul; Pujadi, Arko; Chandra, Betari Kilisuci Kartika; Agung, Mohamad Ramadhan
RIGGS: Journal of Artificial Intelligence and Digital Business Vol. 4 No. 2 (2025): Mei - Juli
Publisher : Prodi Bisnis Digital Universitas Pahlawan Tuanku Tambusai

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31004/riggs.v4i2.519

Abstract

This study aims to determine the effect of shopping lifestyle, influencers and price discounts on impulse buying at TikTok shops in Depok. This study uses a quantitative method and uses a Likert scale as a measurement. The population in this study were all consumers in Depok who had made impulsive purchases through TikTok shops. The research sample consisted of 120 respondents. Data collection was carried out by distributing questionnaires via Google Forms. Data testing used validity tests, reliability tests, classical assumption tests, multiple linear regression tests, hypothesis tests and determination tests with the help of SPSS 24 software. The results of this study indicate that shopping lifestyle partially has no effect on impulse buying at TikTok shops in Depok, Influencers and price discounts have a positive and significant effect on impulse buying at TikTok shops in Depok, West Java.
Co-Authors Buana, Lilik Swartana Angga Chandra, Betari Kilisuci Kartika Manap, Abdul Pane, Saut Pujadi, Arko Yusnindar, Yusnindar