Mean-variance and single-index model portfolio optimisation : case in the Indonesian stock market
Adi Kurniawan Yusup
| Year of publication: |
2022
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|---|---|
| Authors: | Adi Kurniawan Yusup |
| Published in: |
Asian journal of business and accounting : AJBA. - Kuala Lumpur : Faculty of Business and Accountancy, ISSN 2180-3137, ZDB-ID 2945283-1. - Vol. 15.2022, 2, p. 79-109
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| Subject: | Mean-variance Model | Optimal Portfolio | Single-index Model | Portfolio-Management | Portfolio selection | Theorie | Theory | Indonesien | Indonesia | CAPM |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22452/ajba.vol15no2.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013531172