Analisis Portofolio Optimal Markowitz dan Single Index Model pada Jakarta Islamic Index

This research is a quantitative descriptive study which aims to determine the optimal portfolio composition of stocks that are consistently listed on the Jakarta Islamic Index (JII) from the 2018 – November 2020 period. By using the Markowitz analysis method and the Single Index Model, and then look...

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Auteurs principaux: Irsyaad Rachmatullah, Jubaedah Nawir, Tri Siswantini
Format: article
Langue:EN
ID
Publié: Fakultas Ekonomi dan Bisnis, UPN Veteran Jakarta 2021
Sujets:
jii
Accès en ligne:http://dx.doi.org/10.35590/jeb.v8i1.2682
https://doaj.org/article/82b90af56b364285a8459bff35119cb4
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