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

Evi Ardiyani, Umu S'adah, Endang Wahyu Handamari, Kwardiniya Andawaningtyas, Muhammad Luthfi, Marjono

Publication date: 14 November 2024

Published in: The Australian Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

portfolio stocks risks single index model sharia

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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