SHARIA PORTFOLIO OPTIMIZATION WITH STOCHASTICPURIFICATION AND PORTFOLIO LEVEL SCREENING
Abstract Shariah portfolio optimization is an approach in managing investments that comply to Shariah principles. Previous research in the field of Shariah has incorporated screening and purification processes into Shariah portfolio optimization model. The screening process involves probabilistic...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/79874 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |