Predictive blend : fundamental indexing with Markowitz mean variance portfolio in Indonesia stock exchange
Taufik Faturohman and David Christian
| Year of publication: |
2023
|
|---|---|
| Authors: | Faturohman, Taufik ; Christian, David |
| Published in: |
Comparative analysis of trade and finance in emerging economies. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80455-760-0. - 2023, p. 101-111
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| Subject: | Predictive blend | Markowitz | fundamental indexing | portfoliooptimization | capital market | Indonesia | Indonesien | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Börsenhandel | Stock exchange trading | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S1571-038620230000031013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014317038