DETERMINATION OF OPTIMAL PORTFOLIO BY USING SHARPE RATIO FOR QATAR STOCK MARKET (PERIOD JAN2013-JAN2023)
In making investment decisions, portfolio management is an important aspect that aims to optimize results while managing risk. Sharpe ratio and covariance matrix will be used in writing this time. The Sharpe ratio, developed by William F. Sharpe, measures the risk-adjusted return of an investment...
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| 格式: | Theses |
| 語言: | Indonesia |
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| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/75731 |
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