Optimal Stock Portfolio Analysis using Mean-Value at Risk (Mean-VaR) under Arbitrage Pricing Theory (APT)
Investing in Sharia-compliant stocks is one of the rapidly growing investment options, making it a potential choice for investors' portfolios. Therefore, investors need to understand how to select an optimal composition of stocks in their portfolio. This research aims to calculate the expected...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Research Collaboration Community (RCC)
2024-02-01
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| Series: | International Journal of Business, Economics, and Social Development |
| Subjects: | |
| Online Access: | https://journal.rescollacomm.com/index.php/ijbesd/article/view/584 |