SHARIAH PORTFOLIO MODEL WITH STOCHASTIC PURIFICATION ANDPROBABILISTIC ASSET SCREENING CONSTRAINTS
Abstract. The growth of Islamic financial assets has grown since 2012 and is expected to continue rising in 2024. This thesis researches the optimization of Shariah portfolios using stochastic purification processes and probabilistic constraints in asset screening. The stochastic purification pro...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/79872 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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