The downside deviation quadratic programming for stock portfolio optimisation : an empirical study of shariah and conventional indices in Indonesia
Noor Saif Muhammad Mussafi, Zuhaimy Ismail and Nur Arina Bazilah Aziz
Year of publication: |
2024
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Authors: | Mussafi, Noor Saif Muhammad ; Ismail, Zuhaimy ; Aziz, Nur Arina Bazilah |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 14.2024, 3, p. 350-371
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Subject: | DDQP | downside deviation quadratic programming | Indonesia | pattern search | portfolio optimisation | portfolio selection | quadratic programming | risk | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Indonesien |
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