Multi-objectives portfolio optimization; challenges and opportunities for Islamic approach

In financial activity, a portfolio is a set of assets that can make one compound from several positions to investing. The main problem for this area is found out the optimal method to distribute a given founds on a set of existing assets. Maximization of expected return and minimize of risk are two...

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Bibliographic Details
Main Authors: Elahi, Younes, Abd. Aziz, Mohd. Ismail
Format: Article
Published: 2012
Subjects:
Online Access:http://eprints.utm.my/id/eprint/47260/
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Institution: Universiti Teknologi Malaysia