The efficiency frontier of markowitz and black-litterman model: A case study on the shariah-compliant stock in Jakarta Islamic Index
An efficient frontier (EF) is one of the important to portfolio construction. The EF is used to describe the highest expected return for a given level of risk or the lowest risk at a given level of return. This study aims to form the EF based on two models in the portfolio, such as a Mean-Variance (...
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| Format: | Other |
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AIP Conference Proceedings
2022
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