The efficiency frontier of markowitz and black-litterman model: A case study on the shariah-compliant stock in Jakarta Islamic Index
An efficient frontier (EF) is one of the important to portfolio construction. The EF is used to describe the highest expected return for a given level of risk or the lowest risk at a given level of return. This study aims to form the EF based on two models in the portfolio, such as a Mean-Variance (...
محفوظ في:
| المؤلفون الرئيسيون: | , , |
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| التنسيق: | Other NonPeerReviewed |
| منشور في: |
AIP Conference Proceedings
2022
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://repository.ugm.ac.id/284468/ https://pubs.aip.org/aip/acp/article-abstract/2575/1/070005/2830150/The-efficiency-frontier-of-markowitz-and-black?redirectedFrom=PDF |
| الوسوم: |
إضافة وسم
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| المؤسسة: | Universitas Gadjah Mada |