Determining the Optimum Portfolio of Sharia Stocks Using an Approach of Shariah Compliant Asset Pricing Model (SCAPM)

Shariah Compliant Asset Pricing Model (SCAPM) is a modification of the model Capital Asset Pricing Model (CAPM). This research is quantitative descriptive study of theories of optimal portfolio analysis applied to trading stocks, especially in stocks Jakarta Islamic Index. Sampling technique used wa...

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Bibliographic Details
Main Authors: Fakhri Husein, Shofia Mauizotun Hasanah
Format: Article
Language:English
Published: Pusat Penelitian dan Pengabdian Masyarakat Sekolah Tinggi Ilmu Ekonomi (PPPM STIE) 2017-03-01
Series:Journal of Economics, Business & Accountancy
Subjects:
Online Access:https://journal.perbanas.ac.id/index.php/jebav/article/view/569