Optimal Portfolio Analysis Using the Markowitz Model and Single Index Model on Jakarta Islamic Index (JII) Stocks: Historical Data 2022–2025
This study analyzes and compares the construction of optimal Islamic stock portfolios using the Markowitz Model and the Single Index Model for stocks listed in the Jakarta Islamic Index (JII). The dataset consists of monthly closing prices of 30 JII constituent stocks from January 2022 to December...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Universitas KH Abdul Chalim, Prodi Ekonomi Syariah
2026-04-01
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| Col·lecció: | Indonesian Interdisciplinary Journal of Sharia Economics |
| Matèries: | |
| Accés en línia: | https://e-journal.uac.ac.id/index.php/iijse/article/view/9567 |
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