Analysis of determining optimal portfolio in BPKH's portfolios using the Tangency Portfolio model
Purpose – This study aims to analyze the actual portfolio of BPKH from the hajj fund investment and examine the optimization investment portfolio for BPKH based on PP No.5 Tahun 2018. Methodology – The data used in this study was quarterly in the form of price and coupon for Sukuk instruments and...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Center for Islamic Economics Studies and Development
2023-07-01
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| Series: | Jurnal Ekonomi dan Keuangan Islam |
| Subjects: | |
| Online Access: | https://journal.uii.ac.id/JEKI/article/view/28318 |