Ditemukan 1 dokumen yang sesuai dengan query
Mehmet Asutay, author
This study examines the effect of Islamic screening criteria on Shari’ah-compliant portfolio selection
and performance compared to Socially Responsible Investment (SRI) portfolio. Each portfolio
constructed from 15 stocks based on FTSE 100 using data from year 1997. Mean-variance portfolio
optimization is employed with some financial ratios added as constraints for the Shari’ah portfolio.
Annual...
Durham University, 2015
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Artikel Jurnal Universitas Indonesia Library
