Building an optimal portfolio of Sharia-compliant stocks using the Markowitz model: A study of listed JII companies
Purpose – This study analyzes the expected returns and risks associated with these stocks and identifies the optimal portfolio composition. Methodology – This study utilized operational data analysis and the Markowitz model to assess 30 stocks listed on the JII from 2017 to 2020. Through purposive...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Center for Islamic Economics Studies and Development
2025-09-01
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| Col·lecció: | Jurnal Ekonomi dan Keuangan Islam |
| Matèries: | |
| Accés en línia: | https://journal.uii.ac.id/JEKI/article/view/37691 |
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