Optimasi Portofolio Saham Syariah Menggunakan Model Indeks Tunggal dan VaR Berbasis GUI Matlab

Optimasi Portofolio Saham Syariah Menggunakan Model Indeks Tunggal dan VaR Berbasis GUI Matlab

Sharia-based investment is an investment by the community to obtain profits in accordance with Islamic principles and law. This study aims to calculate the optimal portfolio return value using the Single Index Model, calculate risk with VaR (Value at Risk), and then implement it with Matlab’s GUI (G...

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Bibliographic Details
Main Authors: Lindrawati Abdjul, Resmawan Resmawan, Agusyarif Rezka Nuha, Nurwan Nurwan, Djihad Wungguli, La Ode Nashar
Format: Article
Language:English
Published: Department of Mathematics, Universitas Negeri Gorontalo 2023-03-01
Series:Jambura Journal of Mathematics
Subjects:
investation
single index model
value at risk
sharia stock
graphical user interface
Online Access:https://ejurnal.ung.ac.id/index.php/jjom/article/view/18570

Internet

https://ejurnal.ung.ac.id/index.php/jjom/article/view/18570

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