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Portfolio optimization of sharia and non-sharia stocks using single index model. (Case study: Jakarta sharia index and Kompas 100 index) - MaRDI portal

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Portfolio optimization of sharia and non-sharia stocks using single index model. (Case study: Jakarta sharia index and Kompas 100 index) (Q6638550)

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scientific article; zbMATH DE number 7944618
Language Label Description Also known as
English
Portfolio optimization of sharia and non-sharia stocks using single index model. (Case study: Jakarta sharia index and Kompas 100 index)
scientific article; zbMATH DE number 7944618

    Statements

    title
    Portfolio optimization of sharia and non-sharia stocks using single index model. (Case study: Jakarta sharia index and Kompas 100 index) (English)
    0 references
    author
    Muhammad Luthfi
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    Marjono
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    Endang Wahyu Handamari
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    Umu S'adah
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    Evi Ardiyani
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    publication date
    14 November 2024
    0 references
    zbMATH Keywords
    portfolio
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    risks
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    sharia
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    single index model
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    stocks
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    Identifiers

    zbMATH DE Number
    7944618
    0 references
     
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